+967.2%
AWK vs RMBS
+259.2%
+708.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -1.9% | -0.3% |
| 7D | +2.2% | +3.0% | -0.8% | +2.0% |
| 30D | +4.4% | -14.4% | +18.8% | +5.2% |
| 3M | +15.4% | -42.8% | +58.2% | +18.5% |
| 6M | +3.5% | -1.4% | +4.9% | +2.0% |
| YTD | +9.8% | -5.4% | +15.2% | +7.9% |
| 1Y | +3.0% | +18.6% | -15.6% | -1.1% |
| 3Y | +9.7% | +57.3% | -47.6% | +0.1% |
| 5Y | -17.2% | +265.7% | -282.9% | -30.8% |
| 10Y | +126.1% | +546.0% | -420.0% | +76.3% |
| All | +967.2% | +259.2% | +708.0% | +694.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling