+274.2%
RCL vs AWK
+24.3%
+249.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.4% | +2.8% | +1.3% |
| 7D | +6.5% | +4.1% | +2.4% | +6.8% |
| 30D | +15.9% | +18.0% | -2.1% | +17.6% |
| 3M | +2.7% | +12.2% | -9.5% | +3.7% |
| 6M | +15.2% | +21.2% | -6.0% | +17.6% |
| YTD | +19.2% | +17.6% | +1.7% | +21.4% |
| 1Y | +31.6% | +19.2% | +12.4% | +34.2% |
| 3Y | +274.2% | +26.7% | +247.5% | +261.3% |
| All | +274.2% | +24.3% | +249.9% | +261.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling