-15.7%
AWK vs RRC
+150.0%
-165.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.7% | -0.4% |
| 7D | -0.7% | -1.2% | +0.4% | -0.7% |
| 30D | +2.8% | +3.0% | -0.2% | +2.7% |
| 3M | +11.3% | +7.3% | +4.0% | +11.0% |
| 6M | +6.7% | +3.6% | +3.2% | +6.5% |
| YTD | +9.4% | +19.4% | -10.0% | +8.6% |
| 1Y | +3.7% | +21.4% | -17.7% | +2.8% |
| 3Y | +9.2% | +32.8% | -23.5% | +6.9% |
| 5Y | -15.7% | +152.0% | -167.7% | -15.5% |
| All | -15.7% | +150.0% | -165.7% | -15.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling