+158.6%
AWK vs RJF
+326.9%
-168.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.8% | +0.6% | +1.2% |
| 7D | +0.1% | +3.6% | -3.4% | -0.6% |
| 30D | +14.3% | +7.2% | +7.0% | +12.6% |
| 3M | +10.3% | -6.5% | +16.8% | +11.7% |
| 6M | +18.9% | +10.3% | +8.6% | +16.3% |
| YTD | +17.7% | +6.5% | +11.2% | +15.3% |
| 1Y | +16.9% | +6.1% | +10.7% | +14.4% |
| 3Y | +32.2% | +74.9% | -42.7% | +11.6% |
| 5Y | -2.2% | +81.3% | -83.5% | -19.8% |
| All | +158.6% | +326.9% | -168.4% | +63.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded RJF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling