+342.5%
RCL vs AWK
+128.1%
+214.5%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | -2.2% | +0.6% | -2.8% | -2.4% |
| 30D | -15.7% | +4.3% | -20.0% | -16.9% |
| 3M | -8.0% | +12.5% | -20.5% | -11.7% |
| 6M | -10.1% | +3.3% | -13.4% | -11.6% |
| YTD | -5.9% | +9.8% | -15.6% | -9.7% |
| 1Y | -23.5% | +2.9% | -26.4% | -24.9% |
| 3Y | +174.4% | +9.6% | +164.8% | +153.1% |
| 5Y | +227.1% | -16.7% | +243.8% | +235.5% |
| 10Y | +342.5% | +136.1% | +206.4% | +240.2% |
| All | +342.5% | +128.1% | +214.5% | +240.2% |
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 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