+31.6%
AWK vs RPRX
+81.2%
-49.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.8% | +0.5% | +1.2% |
| 7D | +0.1% | +3.3% | -3.2% | -0.4% |
| 30D | +14.3% | +17.9% | -3.6% | +11.2% |
| 3M | +10.3% | +19.2% | -9.0% | +7.0% |
| 6M | +18.9% | +31.7% | -12.8% | +13.5% |
| YTD | +17.7% | +82.5% | -64.7% | +6.4% |
| 1Y | +16.9% | +78.4% | -61.6% | +6.0% |
| 3Y | +32.2% | +177.0% | -144.8% | +10.8% |
| 5Y | -2.2% | +86.5% | -88.6% | -13.9% |
| All | +31.6% | +81.2% | -49.6% | +16.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RPRX.
Daily Out/Under-Performance
Portfolio return minus RPRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RPRX 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 RPRX 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