-16.3%
AWK vs RSG
+89.9%
-106.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.8% | -2.3% | -2.0% |
| 7D | -2.1% | 0.0% | -2.2% | -2.2% |
| 30D | +2.1% | +4.0% | -1.9% | -0.1% |
| 3M | +11.4% | +7.4% | +4.0% | +7.1% |
| 6M | +3.9% | +0.1% | +3.8% | +3.6% |
| YTD | +7.7% | +6.0% | +1.7% | +3.8% |
| 1Y | +1.3% | -3.0% | +4.3% | +2.6% |
| 3Y | +7.2% | +56.5% | -49.3% | -20.1% |
| All | -16.3% | +89.9% | -106.1% | -45.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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