-15.7%
AWK vs RNG
-70.1%
+54.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.5% | -0.3% |
| 7D | -0.7% | -9.6% | +8.8% | -0.2% |
| 30D | +2.8% | +8.8% | -6.0% | +2.3% |
| 3M | +11.3% | +78.6% | -67.3% | +7.8% |
| 6M | +6.7% | +70.3% | -63.6% | +3.2% |
| YTD | +9.4% | +140.3% | -131.0% | +3.0% |
| 1Y | +3.7% | +126.6% | -122.9% | -2.1% |
| 3Y | +9.2% | +120.2% | -111.0% | +1.2% |
| 5Y | -15.7% | -68.3% | +52.6% | -15.8% |
| All | -15.7% | -70.1% | +54.4% | -15.8% |
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