+967.2%
AWK vs RRX
+471.7%
+495.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.8% | -0.3% |
| 7D | +2.2% | +4.3% | -2.1% | +1.5% |
| 30D | +4.4% | -8.0% | +12.5% | +5.7% |
| 3M | +15.4% | -22.0% | +37.4% | +18.8% |
| 6M | +3.5% | -11.9% | +15.4% | +3.5% |
| YTD | +9.8% | +17.1% | -7.3% | +3.9% |
| 1Y | +3.0% | +14.9% | -11.9% | -2.7% |
| 3Y | +9.7% | +6.9% | +2.8% | +0.9% |
| 5Y | -17.2% | +19.6% | -36.7% | -27.4% |
| 10Y | +126.1% | +215.9% | -89.9% | +50.6% |
| All | +967.2% | +471.7% | +495.6% | +440.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling