+9.9%
AWK vs RY
+159.8%
-149.8%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | 0.0% |
| 7D | +1.7% | +3.1% | -1.4% | +1.1% |
| 30D | +5.6% | -0.3% | +5.9% | +5.6% |
| 3M | +15.9% | +8.7% | +7.2% | +13.3% |
| 6M | +4.6% | +28.5% | -24.0% | -2.3% |
| YTD | +10.1% | +25.1% | -15.1% | +3.5% |
| 1Y | +2.1% | +46.3% | -44.2% | -9.6% |
| All | +9.9% | +159.8% | -149.8% | -34.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling