-45.7%
RDDT vs AWK
+20.7%
-66.4%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +2.2% | +3.8% | +6.9% |
| 7D | -24.4% | +7.0% | -31.4% | -22.0% |
| 30D | -32.3% | +17.0% | -49.3% | -27.8% |
| 3M | -36.3% | +12.4% | -48.7% | -33.0% |
| 6M | -39.7% | +19.6% | -59.3% | -34.1% |
| YTD | -55.7% | +17.0% | -72.7% | -53.2% |
| 1Y | -45.7% | +20.0% | -65.7% | -42.2% |
| All | -45.7% | +20.7% | -66.4% | -42.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling