+155.9%
AWK vs ROP
+181.1%
-25.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | +0.5% |
| 7D | +2.7% | +0.2% | +2.5% | +2.6% |
| 30D | +16.7% | +30.3% | -13.7% | +5.1% |
| 3M | +11.7% | +17.8% | -6.0% | +4.5% |
| 6M | +21.9% | +38.9% | -17.0% | +6.1% |
| YTD | +17.6% | +7.6% | +10.0% | +13.0% |
| 1Y | +19.8% | +6.5% | +13.3% | +15.6% |
| 3Y | +31.0% | -6.3% | +37.3% | +30.9% |
| 5Y | -3.0% | +0.9% | -3.9% | -7.5% |
| All | +155.9% | +181.1% | -25.2% | +80.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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