+11.3%
AWK vs ROIV
+280.9%
-269.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.4% | +3.1% | -1.3% |
| 7D | -3.2% | +9.2% | -12.4% | -3.4% |
| 30D | +13.5% | +19.9% | -6.4% | +12.9% |
| 3M | +9.4% | +10.6% | -1.2% | +9.0% |
| 6M | +16.4% | +36.1% | -19.7% | +15.2% |
| YTD | +15.4% | +84.3% | -68.9% | +12.9% |
| 1Y | +16.8% | +87.6% | -70.7% | +14.1% |
| 3Y | +28.6% | +353.9% | -325.4% | +20.9% |
| 5Y | -4.1% | +376.1% | -380.1% | -13.3% |
| All | +11.3% | +280.9% | -269.6% | +2.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling