+18.8%
AWK vs ROP
+6.7%
+12.1%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | +0.7% |
| 7D | +2.7% | +0.2% | +2.5% | +2.7% |
| 30D | +16.7% | +30.3% | -13.7% | +12.7% |
| 3M | +11.7% | +17.8% | -6.0% | +9.0% |
| 6M | +21.9% | +38.9% | -17.0% | +17.8% |
| YTD | +17.6% | +7.6% | +10.0% | +16.2% |
| All | +18.8% | +6.7% | +12.1% | +17.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling