+969.7%
AWK vs RMD
+1,214.2%
-244.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.2% | 0.0% |
| 7D | +1.7% | -5.0% | +6.7% | +3.1% |
| 30D | +5.6% | +2.2% | +3.4% | +4.8% |
| 3M | +15.9% | +17.8% | -2.0% | +10.6% |
| 6M | +4.6% | -11.3% | +15.9% | +7.2% |
| YTD | +10.1% | -4.4% | +14.5% | +10.2% |
| 1Y | +2.1% | -15.7% | +17.8% | +5.6% |
| 3Y | +9.8% | +47.7% | -37.9% | -5.9% |
| 5Y | -15.4% | -19.2% | +3.9% | -15.4% |
| 10Y | +129.4% | +280.4% | -151.0% | +48.6% |
| All | +969.7% | +1,214.2% | -244.5% | +292.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling