+969.7%
AWK vs ROP
+626.5%
+343.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.6% | +3.4% | +1.1% |
| 7D | +1.7% | -4.4% | +6.2% | +3.3% |
| 30D | +5.6% | +3.2% | +2.3% | +4.4% |
| 3M | +15.9% | +23.1% | -7.2% | +7.7% |
| 6M | +4.6% | +13.3% | -8.7% | -0.4% |
| YTD | +10.1% | -7.9% | +17.9% | +11.8% |
| 1Y | +2.1% | -22.1% | +24.2% | +9.8% |
| 3Y | +9.8% | -16.8% | +26.7% | +14.1% |
| 5Y | -15.4% | -13.5% | -1.8% | -13.7% |
| 10Y | +129.4% | +137.7% | -8.3% | +67.1% |
| All | +969.7% | +626.5% | +343.1% | +419.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling