-95.6%
RIG vs AWK
+1,044.2%
-1,139.7%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.4% | +2.8% | +3.8% |
| 7D | +5.7% | +0.1% | +5.6% | +5.7% |
| 30D | -0.7% | +14.3% | -15.0% | -4.3% |
| 3M | -3.1% | +10.3% | -13.4% | -5.9% |
| 6M | -16.3% | +18.9% | -35.3% | -20.6% |
| YTD | +34.1% | +17.7% | +16.4% | +27.2% |
| 1Y | +38.2% | +16.9% | +21.3% | +31.1% |
| 3Y | -15.3% | +32.2% | -47.5% | -24.7% |
| 5Y | +62.5% | -2.2% | +64.6% | +56.5% |
| 10Y | -46.6% | +156.1% | -202.7% | -67.1% |
| All | -95.6% | +1,044.2% | -1,139.7% | -98.9% |
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