+330.2%
RCL vs AWK
+153.6%
+176.6%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.8% | -3.1% | -3.7% |
| 7D | -0.2% | -2.6% | +2.4% | +0.6% |
| 30D | +14.4% | +14.2% | +0.2% | +9.4% |
| 3M | +5.2% | +10.0% | -4.9% | +1.7% |
| 6M | +26.1% | +17.1% | +9.1% | +19.2% |
| YTD | +17.4% | +16.1% | +1.2% | +10.4% |
| 1Y | +24.7% | +17.5% | +7.1% | +16.8% |
| 3Y | +250.9% | +29.3% | +221.6% | +201.7% |
| 5Y | +293.8% | -3.5% | +297.3% | +283.0% |
| All | +330.2% | +153.6% | +176.6% | +222.6% |
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