+20.0%
AWK vs RY
+46.4%
-26.4%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.0% | -0.8% | +2.8% |
| 7D | +7.0% | +2.5% | +4.6% | +7.5% |
| 30D | +17.0% | +8.4% | +8.6% | +19.0% |
| 3M | +12.4% | +1.2% | +11.2% | +12.2% |
| 6M | +19.6% | +19.4% | +0.2% | +26.0% |
| YTD | +17.0% | +25.4% | -8.4% | +26.0% |
| 1Y | +20.0% | +46.7% | -26.7% | +33.8% |
| All | +20.0% | +46.4% | -26.4% | +33.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 1y: compounded portfolio wealth divided by compounded RY 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…
1y analysis · Full analysis span regression · 6 months rolling