+53.1%
RGTI vs AWK
-2.5%
+55.7%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.5% |
| 7D | -0.1% | -0.7% | +0.6% | -0.2% |
| 30D | -16.2% | +2.8% | -19.0% | -16.1% |
| 3M | -22.0% | +11.3% | -33.4% | -21.9% |
| 6M | -10.8% | +6.7% | -17.5% | -10.6% |
| YTD | -31.6% | +9.4% | -40.9% | -31.5% |
| 1Y | -6.4% | +3.7% | -10.1% | -5.9% |
| 3Y | +665.7% | +9.2% | +656.4% | +623.5% |
| 5Y | +55.6% | -15.7% | +71.4% | +44.2% |
| All | +53.1% | -2.5% | +55.7% | +41.6% |
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