-3.3%
AWK vs RNG
-72.1%
+68.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.7% | +2.0% | +1.4% |
| 7D | +0.1% | +4.6% | -4.5% | -0.1% |
| 30D | +14.3% | +0.4% | +13.8% | +14.1% |
| 3M | +10.3% | +11.4% | -1.1% | +9.5% |
| 6M | +18.9% | +95.7% | -76.7% | +14.2% |
| YTD | +17.7% | +162.9% | -145.2% | +10.0% |
| 1Y | +16.9% | +180.3% | -163.4% | +8.6% |
| 3Y | +32.2% | +188.3% | -156.2% | +19.5% |
| All | -3.3% | -72.1% | +68.8% | -1.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling