-15.7%
AWK vs RPRX
+72.5%
-88.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.0% | +2.7% | +0.4% |
| 7D | -0.7% | -8.0% | +7.3% | +1.3% |
| 30D | +2.8% | +2.1% | +0.7% | +2.1% |
| 3M | +11.3% | +8.2% | +3.1% | +9.0% |
| 6M | +6.7% | +28.9% | -22.2% | -0.1% |
| YTD | +9.4% | +54.1% | -44.8% | -2.4% |
| 1Y | +3.7% | +65.5% | -61.8% | -9.4% |
| 3Y | +9.2% | +117.3% | -108.1% | -12.8% |
| 5Y | -15.7% | +71.6% | -87.3% | -26.5% |
| All | -15.7% | +72.5% | -88.2% | -26.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling