-23.5%
RKT vs AWK
+16.7%
-40.2%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -1.4% | -3.7% | -4.7% |
| 7D | -7.5% | -3.2% | -4.3% | -6.7% |
| 30D | +26.6% | +13.5% | +13.1% | +23.9% |
| 3M | -2.4% | +9.4% | -11.8% | -3.9% |
| 6M | -7.4% | +16.4% | -23.7% | -8.6% |
| YTD | -29.2% | +15.4% | -44.6% | -29.2% |
| 1Y | -23.5% | +16.8% | -40.4% | -23.9% |
| All | -23.5% | +16.7% | -40.2% | -23.9% |
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