+531.5%
RKLB vs AWK
+8.3%
+523.2%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.4% | -5.3% | -4.1% |
| 7D | +15.9% | +0.1% | +15.8% | +15.9% |
| 30D | +4.0% | +14.3% | -10.3% | +1.6% |
| 3M | -23.2% | +10.3% | -33.5% | -24.5% |
| 6M | -50.4% | +18.9% | -69.4% | -52.3% |
| YTD | -11.8% | +17.7% | -29.5% | -15.3% |
| 1Y | +36.0% | +16.9% | +19.1% | +30.4% |
| 3Y | +1,321.0% | +32.2% | +1,288.8% | +1,110.3% |
| 5Y | +328.2% | -2.2% | +330.3% | +301.9% |
| All | +531.5% | +8.3% | +523.2% | +457.2% |
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