+67.4%
RIG vs AWK
-2.4%
+69.8%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.4% | +2.8% | +4.1% |
| 7D | +5.7% | +0.1% | +5.6% | +5.7% |
| 30D | -0.7% | +14.3% | -15.0% | -0.9% |
| 3M | -3.1% | +10.3% | -13.4% | -3.3% |
| 6M | -16.3% | +18.9% | -35.3% | -16.6% |
| YTD | +34.1% | +17.7% | +16.4% | +33.8% |
| 1Y | +38.2% | +16.9% | +21.3% | +37.8% |
| 3Y | -15.3% | +32.2% | -47.5% | -19.1% |
| All | +67.4% | -2.4% | +69.8% | +35.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling