-5.4%
RKT vs AWK
-2.4%
-2.9%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.4% | -0.9% |
| 7D | -9.0% | +0.1% | -9.1% | -9.1% |
| 30D | +30.2% | +14.3% | +15.9% | +19.2% |
| 3M | -8.8% | +10.3% | -19.1% | -14.6% |
| 6M | -0.9% | +18.9% | -19.9% | -12.2% |
| YTD | -29.2% | +17.7% | -46.9% | -37.7% |
| 1Y | -20.1% | +16.9% | -36.9% | -29.5% |
| 3Y | +81.3% | +32.2% | +49.1% | +34.9% |
| All | -5.4% | -2.4% | -2.9% | -22.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling