+3.0%
AWK vs RY
+45.9%
-43.0%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.5% | -0.4% |
| 7D | +2.2% | +2.7% | -0.5% | +2.9% |
| 30D | +4.4% | -1.0% | +5.4% | +4.1% |
| 3M | +15.4% | +7.6% | +7.7% | +17.7% |
| 6M | +3.5% | +29.5% | -25.9% | +11.7% |
| YTD | +9.8% | +24.2% | -14.4% | +17.2% |
| 1Y | +3.0% | +46.4% | -43.4% | +10.9% |
| All | +3.0% | +45.9% | -43.0% | +10.9% |
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