-3.5%
AWK vs RY
+125.1%
-128.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.7% |
| 7D | -2.6% | -0.5% | -2.0% | -2.4% |
| 30D | +14.2% | +4.7% | +9.4% | +12.5% |
| 3M | +10.0% | -4.5% | +14.5% | +11.4% |
| 6M | +17.1% | +12.5% | +4.5% | +12.0% |
| YTD | +16.1% | +21.1% | -5.0% | +8.0% |
| 1Y | +17.5% | +38.6% | -21.1% | +3.5% |
| 3Y | +29.3% | +160.2% | -130.8% | -15.5% |
| 5Y | -3.5% | +124.7% | -128.2% | -34.1% |
| All | -3.5% | +125.1% | -128.6% | -34.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling