-27.0%
RKT vs AWK
+8.4%
-35.4%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.4% | -1.6% |
| 7D | -7.2% | -0.7% | -6.5% | -6.8% |
| 30D | -7.9% | +2.8% | -10.7% | -9.3% |
| 3M | +5.2% | +11.3% | -6.1% | -1.2% |
| 6M | -14.9% | +6.7% | -21.6% | -18.6% |
| YTD | -31.9% | +9.4% | -41.2% | -36.1% |
| 1Y | -36.9% | +3.7% | -40.6% | -39.2% |
| 3Y | +35.7% | +9.2% | +26.5% | +22.0% |
| 5Y | -9.7% | -15.7% | +6.0% | -14.9% |
| All | -27.0% | +8.4% | -35.4% | -39.2% |
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