+12.8%
AWK vs ROIV
+298.6%
-285.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.6% | -2.1% | -0.5% |
| 7D | 0.0% | +9.5% | -9.4% | -0.2% |
| 30D | +15.5% | +21.0% | -5.5% | +14.9% |
| 3M | +10.0% | +18.7% | -8.7% | +9.4% |
| 6M | +20.4% | +44.5% | -24.1% | +18.9% |
| YTD | +17.1% | +92.9% | -75.8% | +14.3% |
| 1Y | +18.3% | +100.2% | -82.0% | +15.3% |
| 3Y | +30.4% | +375.0% | -344.7% | +22.5% |
| 5Y | -2.7% | +435.2% | -437.8% | -12.0% |
| All | +12.8% | +298.6% | -285.7% | +4.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 10y: compounded portfolio wealth divided by compounded ROIV 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…
10y analysis · Full analysis span regression · 6 months rolling