+1,143.0%
RCL vs AWK
+1,042.6%
+100.4%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.4% | +2.8% | +2.0% |
| 7D | +6.5% | +4.1% | +2.4% | +4.7% |
| 30D | +15.9% | +18.0% | -2.1% | +7.6% |
| 3M | +2.7% | +12.2% | -9.5% | -2.7% |
| 6M | +15.2% | +21.2% | -6.0% | +5.0% |
| YTD | +19.2% | +17.6% | +1.7% | +9.3% |
| 1Y | +31.6% | +19.2% | +12.4% | +19.7% |
| 3Y | +274.2% | +26.7% | +247.5% | +214.5% |
| 5Y | +250.1% | -1.3% | +251.4% | +233.0% |
| 10Y | +388.4% | +159.7% | +228.8% | +160.2% |
| All | +1,143.0% | +1,042.6% | +100.4% | +134.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling