-35.9%
RBLX vs AWK
+14.7%
-50.6%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.6% | -0.7% |
| 7D | +8.0% | +0.6% | +7.4% | +7.8% |
| 30D | +20.2% | +4.3% | +15.9% | +18.7% |
| 3M | +3.5% | +12.5% | -9.0% | -0.1% |
| 6M | -28.9% | +3.3% | -32.2% | -29.8% |
| YTD | -45.1% | +9.8% | -54.8% | -46.9% |
| 1Y | -66.2% | +2.9% | -69.1% | -66.7% |
| 3Y | +53.5% | +9.6% | +43.9% | +40.8% |
| 5Y | -48.4% | -16.7% | -31.8% | -53.0% |
| All | -35.9% | +14.7% | -50.6% | -32.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling