+158.6%
AWK vs RRC
+73.1%
+85.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.7% | +0.6% | +1.4% |
| 7D | +0.1% | +6.4% | -6.2% | 0.0% |
| 30D | +14.3% | +23.9% | -9.6% | +13.6% |
| 3M | +10.3% | +30.2% | -19.9% | +9.5% |
| 6M | +18.9% | +26.3% | -7.3% | +18.1% |
| YTD | +17.7% | +48.1% | -30.4% | +16.4% |
| 1Y | +16.9% | +37.7% | -20.8% | +15.7% |
| 3Y | +32.2% | +60.3% | -28.1% | +29.8% |
| 5Y | -2.2% | +135.3% | -137.5% | -5.2% |
| All | +158.6% | +73.1% | +85.5% | +132.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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