-16.3%
AWK vs RMBS
+265.4%
-281.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.9% | -3.4% | -1.5% |
| 7D | -2.1% | +1.8% | -3.9% | -2.1% |
| 30D | +2.1% | -13.9% | +16.0% | +1.8% |
| 3M | +11.4% | -39.8% | +51.2% | +10.7% |
| 6M | +3.9% | -6.0% | +9.9% | +3.6% |
| YTD | +7.7% | -5.4% | +13.1% | +7.3% |
| 1Y | +1.3% | -1.8% | +3.1% | +0.7% |
| 3Y | +7.2% | +53.7% | -46.5% | +3.2% |
| All | -16.3% | +265.4% | -281.7% | -35.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling