+969.7%
AWK vs RRC
-36.5%
+1,006.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.7% | -0.1% |
| 7D | +1.7% | +1.3% | +0.4% | +1.7% |
| 30D | +5.6% | +10.1% | -4.5% | +4.9% |
| 3M | +15.9% | +4.0% | +11.9% | +15.5% |
| 6M | +4.6% | +1.6% | +3.0% | +4.3% |
| YTD | +10.1% | +19.7% | -9.7% | +8.7% |
| 1Y | +2.1% | +21.4% | -19.3% | +0.6% |
| 3Y | +9.8% | +29.7% | -19.8% | +6.9% |
| 5Y | -15.4% | +153.9% | -169.2% | -22.6% |
| 10Y | +129.4% | +10.8% | +118.6% | +112.5% |
| All | +969.7% | -36.5% | +1,006.2% | +785.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling