-95.4%
RIG vs AWK
+967.2%
-1,062.6%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.3% | -1.5% |
| 7D | -2.7% | +2.2% | -4.9% | -3.2% |
| 30D | +9.5% | +4.4% | +5.1% | +8.2% |
| 3M | -6.6% | +15.4% | -22.0% | -10.4% |
| 6M | -2.9% | +3.5% | -6.4% | -4.2% |
| YTD | +39.5% | +9.8% | +29.7% | +35.0% |
| 1Y | +82.3% | +3.0% | +79.3% | +79.0% |
| 3Y | -29.6% | +9.7% | -39.2% | -33.6% |
| 5Y | +63.2% | -17.2% | +80.3% | +65.5% |
| 10Y | -45.0% | +126.1% | -171.1% | -64.5% |
| All | -95.4% | +967.2% | -1,062.6% | -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