+969.7%
AWK vs RL
+690.2%
+279.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.0% | -2.2% | -0.4% |
| 7D | +1.7% | -0.8% | +2.5% | +1.8% |
| 30D | +5.6% | -7.8% | +13.3% | +6.6% |
| 3M | +15.9% | -4.0% | +19.9% | +16.3% |
| 6M | +4.6% | -1.9% | +6.5% | +4.3% |
| YTD | +10.1% | -0.2% | +10.2% | +9.3% |
| 1Y | +2.1% | +10.7% | -8.6% | 0.0% |
| 3Y | +9.8% | +210.8% | -200.9% | -9.5% |
| 5Y | -15.4% | +238.2% | -253.6% | -32.6% |
| 10Y | +129.4% | +313.4% | -184.0% | +65.1% |
| All | +969.7% | +690.2% | +279.4% | +477.4% |
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