-24.1%
RKT vs AWK
+14.4%
-38.5%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -1.4% | -3.7% | -4.2% |
| 7D | -7.5% | -3.2% | -4.3% | -5.8% |
| 30D | +26.6% | +13.5% | +13.1% | +18.0% |
| 3M | -2.4% | +9.4% | -11.8% | -7.2% |
| 6M | -7.4% | +16.4% | -23.7% | -15.2% |
| YTD | -29.2% | +15.4% | -44.6% | -35.6% |
| 1Y | -23.5% | +16.8% | -40.4% | -31.2% |
| 3Y | +73.9% | +28.6% | +45.4% | +41.6% |
| 5Y | -6.6% | -4.1% | -2.5% | -15.5% |
| All | -24.1% | +14.4% | -38.5% | -38.6% |
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