+9.9%
AWK vs RL
+214.6%
-204.7%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.0% | -2.2% | -0.1% |
| 7D | +1.7% | -0.8% | +2.5% | +1.7% |
| 30D | +5.6% | -7.8% | +13.3% | +5.3% |
| 3M | +15.9% | -4.0% | +19.9% | +15.8% |
| 6M | +4.6% | -1.9% | +6.5% | +4.8% |
| YTD | +10.1% | -0.2% | +10.2% | +10.3% |
| 1Y | +2.1% | +10.7% | -8.6% | +3.0% |
| All | +9.9% | +214.6% | -204.7% | -9.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling