+1,022.0%
AWK vs RVTY
+610.5%
+411.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -1.2% |
| 7D | -3.2% | +4.1% | -7.3% | -4.0% |
| 30D | +13.5% | +1.3% | +12.2% | +12.8% |
| 3M | +9.4% | +33.3% | -23.9% | +2.5% |
| 6M | +16.4% | +58.3% | -41.9% | +4.9% |
| YTD | +15.4% | +62.7% | -47.3% | +2.4% |
| 1Y | +16.8% | +67.2% | -50.4% | +2.9% |
| 3Y | +28.6% | +87.3% | -58.8% | +7.1% |
| 5Y | -4.1% | -13.4% | +9.4% | -5.9% |
| 10Y | +151.2% | +217.2% | -66.0% | +77.5% |
| All | +1,022.0% | +610.5% | +411.5% | +531.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling