-3.0%
AWK vs RMD
-6.1%
+3.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +0.9% |
| 7D | +2.7% | +3.1% | -0.4% | +2.1% |
| 30D | +16.7% | +1.8% | +14.9% | +16.1% |
| 3M | +11.7% | +6.7% | +5.1% | +10.2% |
| 6M | +21.9% | +13.9% | +8.0% | +18.4% |
| YTD | +17.6% | -2.0% | +19.6% | +17.0% |
| 1Y | +19.8% | -5.4% | +25.2% | +20.0% |
| 3Y | +31.0% | +67.4% | -36.4% | +10.7% |
| 5Y | -3.0% | -5.7% | +2.8% | -4.9% |
| All | -3.0% | -6.1% | +3.2% | -4.9% |
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