+1,034.4%
AWK vs RL
+799.3%
+235.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.8% | -6.5% | -1.4% |
| 7D | +1.2% | +0.2% | +1.0% | +1.1% |
| 30D | +15.8% | +7.3% | +8.4% | +14.7% |
| 3M | +11.0% | +1.0% | +10.0% | +10.7% |
| 6M | +21.0% | +11.8% | +9.2% | +18.8% |
| YTD | +16.7% | +13.6% | +3.1% | +13.9% |
| 1Y | +17.2% | +24.0% | -6.9% | +13.0% |
| 3Y | +29.2% | +256.6% | -227.4% | +4.5% |
| 5Y | -2.3% | +240.2% | -242.5% | -21.9% |
| 10Y | +150.5% | +373.0% | -222.4% | +77.1% |
| All | +1,034.4% | +799.3% | +235.2% | +501.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling