+2.9%
AWK vs ROP
-24.5%
+27.4%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | +0.1% |
| 7D | +0.6% | -6.1% | +6.7% | +1.3% |
| 30D | +4.3% | -3.4% | +7.6% | +4.6% |
| 3M | +12.5% | +16.7% | -4.2% | +11.2% |
| 6M | +3.3% | +8.1% | -4.8% | +2.5% |
| YTD | +9.8% | -11.7% | +21.4% | +13.1% |
| 1Y | +2.9% | -24.2% | +27.1% | +8.9% |
| All | +2.9% | -24.5% | +27.4% | +8.9% |
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