+31.4%
AWK vs RNG
+177.9%
-146.5%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.4% | -2.9% | -0.4% |
| 7D | 0.0% | -3.5% | +3.5% | 0.0% |
| 30D | +15.5% | -3.8% | +19.3% | +15.5% |
| 3M | +10.0% | +18.6% | -8.6% | +10.1% |
| 6M | +20.4% | +69.2% | -48.8% | +20.9% |
| YTD | +17.1% | +161.9% | -144.8% | +17.8% |
| 1Y | +18.3% | +176.2% | -158.0% | +18.9% |
| All | +31.4% | +177.9% | -146.5% | +28.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling