+128.5%
AWK vs RRX
+228.4%
-99.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.7% | -5.2% | -1.9% |
| 7D | -2.1% | -0.3% | -1.8% | -2.1% |
| 30D | +2.1% | -6.1% | +8.2% | +2.7% |
| 3M | +11.4% | -23.1% | +34.4% | +14.0% |
| 6M | +3.9% | -19.5% | +23.4% | +5.0% |
| YTD | +7.7% | +16.1% | -8.4% | +2.9% |
| 1Y | +1.3% | +12.9% | -11.6% | -3.2% |
| 3Y | +7.2% | +7.9% | -0.8% | 0.0% |
| 5Y | -17.0% | +19.1% | -36.1% | -26.4% |
| All | +128.5% | +228.4% | -99.9% | +50.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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