+12.5%
AWK vs ROIV
+287.3%
-274.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.6% | -5.3% | -0.8% |
| 7D | +1.2% | +13.3% | -12.1% | +0.8% |
| 30D | +15.8% | +14.8% | +1.0% | +15.3% |
| 3M | +11.0% | +11.9% | -0.9% | +10.6% |
| 6M | +21.0% | +42.4% | -21.4% | +19.5% |
| YTD | +16.7% | +87.4% | -70.7% | +14.1% |
| 1Y | +17.2% | +97.2% | -80.1% | +14.2% |
| 3Y | +29.2% | +375.7% | -346.5% | +21.3% |
| 5Y | -2.3% | +379.0% | -381.3% | -11.7% |
| All | +12.5% | +287.3% | -274.8% | +3.9% |
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