+26.7%
AWK vs RL
+240.1%
-213.3%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.4% | 0.0% | -1.5% |
| 7D | +4.1% | -4.2% | +8.3% | +3.9% |
| 30D | +18.0% | +4.3% | +13.7% | +18.2% |
| 3M | +12.2% | -4.6% | +16.8% | +12.0% |
| 6M | +21.2% | +1.7% | +19.5% | +21.5% |
| YTD | +17.6% | +7.3% | +10.2% | +18.4% |
| 1Y | +19.2% | +20.8% | -1.6% | +21.2% |
| 3Y | +26.7% | +247.0% | -220.2% | +10.6% |
| All | +26.7% | +240.1% | -213.3% | +10.6% |
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