+136.1%
AWK vs RRC
+4.5%
+131.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.3% | 0.0% |
| 7D | +0.6% | -1.7% | +2.3% | +0.6% |
| 30D | +4.3% | +3.6% | +0.7% | +4.2% |
| 3M | +12.5% | +8.8% | +3.7% | +12.3% |
| 6M | +3.3% | +0.8% | +2.5% | +3.2% |
| YTD | +9.8% | +19.0% | -9.2% | +9.2% |
| 1Y | +2.9% | +22.9% | -20.0% | +2.2% |
| 3Y | +9.6% | +32.3% | -22.7% | +8.2% |
| 5Y | -16.7% | +151.6% | -168.2% | -19.3% |
| 10Y | +136.1% | +5.5% | +130.6% | +116.0% |
| All | +136.1% | +4.5% | +131.5% | +116.0% |
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