+156.8%
AWK vs RVTY
+212.9%
-56.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +0.9% |
| 7D | +2.7% | -2.7% | +5.4% | +3.1% |
| 30D | +16.7% | +3.2% | +13.4% | +15.7% |
| 3M | +11.7% | +37.2% | -25.4% | +4.9% |
| 6M | +21.9% | +57.7% | -35.8% | +11.0% |
| YTD | +17.6% | +64.8% | -47.2% | +5.3% |
| 1Y | +19.8% | +72.8% | -53.0% | +5.9% |
| 3Y | +31.0% | +89.8% | -58.8% | +9.5% |
| 5Y | -3.0% | -8.4% | +5.5% | -4.5% |
| 10Y | +156.8% | +219.5% | -62.7% | +97.7% |
| All | +156.8% | +212.9% | -56.1% | +97.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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