+1,034.4%
AWK vs RRC
-26.0%
+1,060.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.7% |
| 7D | +1.2% | -10.3% | +11.5% | +1.9% |
| 30D | +15.8% | +19.5% | -3.7% | +14.4% |
| 3M | +11.0% | +27.9% | -16.9% | +9.2% |
| 6M | +21.0% | +21.2% | -0.2% | +19.3% |
| YTD | +16.7% | +39.6% | -22.9% | +14.0% |
| 1Y | +17.2% | +31.3% | -14.1% | +14.8% |
| 3Y | +29.2% | +51.9% | -22.8% | +24.3% |
| 5Y | -2.3% | +110.2% | -112.5% | -9.4% |
| 10Y | +150.5% | +56.7% | +93.9% | +124.9% |
| All | +1,034.4% | -26.0% | +1,060.4% | +828.4% |
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