+29.2%
AWK vs ROP
-5.7%
+34.9%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.5% |
| 7D | +1.2% | -1.6% | +2.9% | +1.5% |
| 30D | +15.8% | +29.5% | -13.8% | +10.9% |
| 3M | +11.0% | +17.5% | -6.5% | +7.8% |
| 6M | +21.0% | +38.1% | -17.1% | +14.7% |
| YTD | +16.7% | +7.0% | +9.7% | +16.0% |
| 1Y | +17.2% | +6.5% | +10.6% | +16.5% |
| 3Y | +29.2% | -5.5% | +34.7% | +24.3% |
| All | +29.2% | -5.7% | +34.9% | +24.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling