+351.0%
AWK vs RNG
+327.7%
+23.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.9% | +3.8% | +0.1% |
| 7D | +1.7% | +5.8% | -4.0% | +1.4% |
| 30D | +5.6% | +19.6% | -14.0% | +4.4% |
| 3M | +15.9% | +67.0% | -51.2% | +11.8% |
| 6M | +4.6% | +88.4% | -83.8% | -0.3% |
| YTD | +10.1% | +155.5% | -145.4% | +2.1% |
| 1Y | +2.1% | +141.7% | -139.6% | -5.1% |
| 3Y | +9.8% | +131.1% | -121.2% | +0.5% |
| 5Y | -15.4% | -70.6% | +55.2% | -13.3% |
| 10Y | +129.4% | +228.2% | -98.8% | +108.7% |
| All | +351.0% | +327.7% | +23.3% | +310.7% |
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