-6.7%
RCL vs AWK
+5.4%
-12.0%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.2% |
| 7D | -5.1% | +1.7% | -6.8% | -4.9% |
| 30D | -19.0% | +5.6% | -24.6% | -18.3% |
| 3M | -9.6% | +15.9% | -25.4% | -6.1% |
| 6M | -6.7% | +4.6% | -11.3% | -5.8% |
| All | -6.7% | +5.4% | -12.0% | -5.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling