-3.3%
AWK vs ROIV
+380.3%
-383.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.2% | +2.5% | +1.4% |
| 7D | +0.1% | +1.7% | -1.5% | +0.1% |
| 30D | +14.3% | +17.6% | -3.3% | +13.6% |
| 3M | +10.3% | +9.0% | +1.3% | +9.9% |
| 6M | +18.9% | +35.3% | -16.3% | +17.4% |
| YTD | +17.7% | +82.2% | -64.4% | +14.6% |
| 1Y | +16.9% | +92.3% | -75.4% | +13.5% |
| 3Y | +32.2% | +336.8% | -304.6% | +22.9% |
| All | -3.3% | +380.3% | -383.6% | -14.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling