+375.9%
AWK vs RNG
+343.0%
+32.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -1.8% | -0.9% |
| 7D | -2.6% | +2.3% | -4.9% | -2.7% |
| 30D | +14.2% | -3.4% | +17.6% | +14.3% |
| 3M | +10.0% | +20.9% | -10.9% | +8.5% |
| 6M | +17.1% | +82.2% | -65.1% | +12.0% |
| YTD | +16.1% | +164.6% | -148.5% | +7.3% |
| 1Y | +17.5% | +177.0% | -159.5% | +8.2% |
| 3Y | +29.3% | +177.4% | -148.1% | +16.6% |
| 5Y | -3.5% | -72.3% | +68.8% | -0.6% |
| 10Y | +152.7% | +238.9% | -86.2% | +129.0% |
| All | +375.9% | +343.0% | +32.9% | +331.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling