+73.9%
RIG vs AWK
+1.9%
+72.0%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.5% | -0.2% | -2.1% |
| 7D | -3.1% | -2.1% | -0.9% | -3.6% |
| 30D | -0.5% | +2.1% | -2.6% | +0.1% |
| 3M | -6.0% | +11.4% | -17.3% | -2.9% |
| 6M | -10.1% | +3.9% | -14.1% | -8.2% |
| YTD | +37.3% | +7.7% | +29.6% | +43.3% |
| 1Y | +73.9% | +1.3% | +72.6% | +78.1% |
| All | +73.9% | +1.9% | +72.0% | +78.1% |
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