-15.7%
AWK vs RRX
+14.8%
-30.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.9% | +1.6% | -0.3% |
| 7D | -0.7% | -3.7% | +3.0% | -0.6% |
| 30D | +2.8% | -9.3% | +12.1% | +3.1% |
| 3M | +11.3% | -21.8% | +33.1% | +11.9% |
| 6M | +6.7% | -22.0% | +28.7% | +7.1% |
| YTD | +9.4% | +11.9% | -2.6% | +7.1% |
| 1Y | +3.7% | +11.6% | -7.9% | +1.4% |
| 3Y | +9.2% | +2.2% | +7.1% | +6.5% |
| 5Y | -15.7% | +14.9% | -30.6% | -23.1% |
| All | -15.7% | +14.8% | -30.5% | -23.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling