-46.2%
RBLX vs AWK
-17.6%
-28.7%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.5% | +2.9% | +1.9% |
| 7D | +5.1% | -2.1% | +7.2% | +5.8% |
| 30D | +28.0% | +2.1% | +26.0% | +27.1% |
| 3M | +4.6% | +11.4% | -6.8% | +0.7% |
| 6M | -24.7% | +3.9% | -28.6% | -26.0% |
| YTD | -43.8% | +7.7% | -51.5% | -45.7% |
| 1Y | -65.8% | +1.3% | -67.1% | -66.2% |
| 3Y | +59.4% | +7.2% | +52.2% | +45.3% |
| All | -46.2% | -17.6% | -28.7% | -46.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling