+1,042.6%
AWK vs RY
+749.2%
+293.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.3% | -0.1% | -1.0% |
| 7D | +4.1% | -0.9% | +5.0% | +4.4% |
| 30D | +18.0% | +5.9% | +12.1% | +15.9% |
| 3M | +12.2% | -4.3% | +16.5% | +13.5% |
| 6M | +21.2% | +12.1% | +9.1% | +16.7% |
| YTD | +17.6% | +20.3% | -2.7% | +10.4% |
| 1Y | +19.2% | +41.0% | -21.8% | +6.5% |
| 3Y | +26.7% | +157.5% | -130.8% | -6.8% |
| 5Y | -1.3% | +123.2% | -124.5% | -24.6% |
| 10Y | +159.7% | +365.7% | -206.0% | +57.4% |
| All | +1,042.6% | +749.2% | +293.4% | +469.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling