+20.0%
AWK vs RMBS
-18.2%
+38.2%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -6.0% | +8.2% | +1.7% |
| 7D | +7.0% | -8.9% | +16.0% | +6.3% |
| 30D | +17.0% | -24.8% | +41.9% | +14.9% |
| 3M | +12.4% | -17.6% | +30.0% | +11.4% |
| 6M | +19.6% | -25.7% | +45.2% | +18.1% |
| YTD | +17.0% | -9.8% | +26.8% | +17.8% |
| 1Y | +20.0% | -17.4% | +37.4% | +20.3% |
| All | +20.0% | -18.2% | +38.2% | +20.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS 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 RMBS 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