+2.9%
AWK vs RL
+9.8%
-6.9%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.3% | +3.3% | 0.0% |
| 7D | +0.6% | -0.3% | +0.9% | +0.6% |
| 30D | +4.3% | -17.5% | +21.8% | +4.7% |
| 3M | +12.5% | -14.0% | +26.5% | +12.9% |
| 6M | +3.3% | -2.0% | +5.3% | +3.9% |
| YTD | +9.8% | -4.6% | +14.4% | +9.6% |
| 1Y | +2.9% | +9.5% | -6.6% | +1.7% |
| All | +2.9% | +9.8% | -6.9% | +1.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 1y: compounded portfolio wealth divided by compounded RL 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…
1y analysis · Full analysis span regression · 6 months rolling