+379.0%
RCL vs AWK
+146.2%
+232.8%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.7% | +3.7% | +3.2% |
| 7D | +5.0% | +1.2% | +3.7% | +4.5% |
| 30D | +19.4% | +15.8% | +3.6% | +13.7% |
| 3M | +5.9% | +11.0% | -5.1% | +2.2% |
| 6M | +23.8% | +21.0% | +2.8% | +15.6% |
| YTD | +22.8% | +16.7% | +6.1% | +15.4% |
| 1Y | +34.3% | +17.2% | +17.1% | +25.9% |
| 3Y | +276.4% | +29.2% | +247.2% | +224.1% |
| 5Y | +281.6% | -2.3% | +283.9% | +269.3% |
| 10Y | +379.0% | +150.5% | +228.5% | +266.8% |
| All | +379.0% | +146.2% | +232.8% | +266.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling