-17.2%
AWK vs RMD
-21.0%
+3.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.2% | +3.0% | +0.4% |
| 7D | +2.2% | -4.5% | +6.6% | +3.0% |
| 30D | +4.4% | +4.6% | -0.2% | +3.5% |
| 3M | +15.4% | +14.8% | +0.6% | +12.2% |
| 6M | +3.5% | -12.1% | +15.6% | +5.6% |
| YTD | +9.8% | -7.5% | +17.3% | +10.6% |
| 1Y | +3.0% | -20.1% | +23.1% | +6.8% |
| 3Y | +9.7% | +53.9% | -44.2% | -5.4% |
| 5Y | -17.2% | -22.2% | +5.1% | -16.2% |
| All | -17.2% | -21.0% | +3.8% | -16.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RMD.
Daily Out/Under-Performance
Portfolio return minus RMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMD 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 RMD 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