+19.6%
AWK vs RNG
+173.4%
-153.9%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -4.7% | +6.5% | +1.7% |
| 7D | +7.2% | -11.2% | +18.4% | +6.8% |
| 30D | +19.0% | -3.8% | +22.8% | +18.9% |
| 3M | +14.4% | +21.1% | -6.8% | +14.8% |
| 6M | +22.6% | +56.2% | -33.6% | +23.6% |
| YTD | +19.2% | +158.8% | -139.5% | +22.4% |
| 1Y | +19.6% | +173.6% | -154.1% | +19.4% |
| All | +19.6% | +173.4% | -153.9% | +19.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 1y: compounded portfolio wealth divided by compounded RNG 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…
1y analysis · Full analysis span regression · 6 months rolling