+57.2%
RBLX vs AWK
+9.5%
+47.7%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.2% | +0.8% |
| 7D | +8.1% | -0.7% | +8.9% | +8.1% |
| 30D | +23.9% | +2.8% | +21.1% | +24.0% |
| 3M | +8.1% | +11.3% | -3.2% | +8.8% |
| 6M | -23.7% | +6.7% | -30.4% | -23.5% |
| YTD | -44.6% | +9.4% | -54.0% | -44.2% |
| 1Y | -66.2% | +3.7% | -69.9% | -66.0% |
| All | +57.2% | +9.5% | +47.7% | +47.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AWK.
Daily Out/Under-Performance
Portfolio return minus AWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AWK 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 AWK 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