-18.5%
RKLB vs AWK
+20.4%
-38.9%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | +1.9% | -14.0% | -10.4% |
| 7D | -22.2% | +7.2% | -29.4% | -16.5% |
| 30D | -38.7% | +19.0% | -57.8% | -27.4% |
| 3M | -38.5% | +14.4% | -52.9% | -29.4% |
| 6M | -41.6% | +22.6% | -64.2% | -27.2% |
| YTD | -34.1% | +19.2% | -53.3% | -17.5% |
| 1Y | -18.5% | +19.6% | -38.0% | +0.8% |
| All | -18.5% | +20.4% | -38.9% | +0.8% |
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 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