+546.0%
RKLB vs AWK
-1.0%
+547.0%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.5% | +3.1% | +1.9% |
| 7D | -2.0% | -2.1% | +0.1% | -1.7% |
| 30D | -22.4% | +2.1% | -24.5% | -22.8% |
| 3M | -45.2% | +11.4% | -56.5% | -46.6% |
| 6M | -12.5% | +3.9% | -16.4% | -13.7% |
| YTD | -9.8% | +7.7% | -17.5% | -12.0% |
| 1Y | +30.0% | +1.3% | +28.7% | +28.8% |
| 3Y | +942.2% | +7.2% | +935.0% | +861.1% |
| 5Y | +236.8% | -17.0% | +253.8% | +226.4% |
| All | +546.0% | -1.0% | +547.0% | +478.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling