+32.2%
AWK vs RPRX
+177.1%
-144.9%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.8% | +0.5% | +1.2% |
| 7D | +0.1% | +3.3% | -3.2% | -0.6% |
| 30D | +14.3% | +17.9% | -3.6% | +10.5% |
| 3M | +10.3% | +19.2% | -9.0% | +6.3% |
| 6M | +18.9% | +31.7% | -12.8% | +12.4% |
| YTD | +17.7% | +82.5% | -64.7% | +4.3% |
| 1Y | +16.9% | +78.4% | -61.6% | +4.0% |
| 3Y | +32.2% | +177.0% | -144.8% | +5.7% |
| All | +32.2% | +177.1% | -144.9% | +5.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling