+126.1%
AWK vs RY
+371.6%
-245.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.5% | +0.1% |
| 7D | +2.2% | +2.7% | -0.5% | +1.1% |
| 30D | +4.4% | -1.0% | +5.4% | +4.7% |
| 3M | +15.4% | +7.6% | +7.7% | +11.7% |
| 6M | +3.5% | +29.5% | -25.9% | -7.1% |
| YTD | +9.8% | +24.2% | -14.4% | 0.0% |
| 1Y | +3.0% | +46.4% | -43.4% | -12.7% |
| 3Y | +9.7% | +159.4% | -149.8% | -28.5% |
| 5Y | -17.2% | +141.8% | -159.0% | -45.0% |
| 10Y | +126.1% | +373.9% | -247.8% | -0.7% |
| All | +126.1% | +371.6% | -245.6% | -0.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling