+969.7%
AWK vs RVTY
+489.0%
+480.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | -0.1% |
| 7D | +1.7% | +1.1% | +0.6% | +1.5% |
| 30D | +5.6% | +13.2% | -7.6% | +2.8% |
| 3M | +15.9% | +27.2% | -11.4% | +9.8% |
| 6M | +4.6% | +32.4% | -27.8% | -2.3% |
| YTD | +10.1% | +34.9% | -24.8% | +2.0% |
| 1Y | +2.1% | +52.4% | -50.3% | -8.3% |
| 3Y | +9.8% | +12.3% | -2.4% | +2.9% |
| 5Y | -15.4% | -30.8% | +15.5% | -12.6% |
| 10Y | +129.4% | +150.7% | -21.3% | +71.0% |
| All | +969.7% | +489.0% | +480.7% | +528.5% |
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