-9.7%
RKT vs AWK
-16.7%
+7.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | 0.0% | -2.7% | -2.7% |
| 7D | -1.0% | +0.6% | -1.6% | -1.3% |
| 30D | -2.4% | +4.3% | -6.7% | -5.0% |
| 3M | +1.9% | +12.5% | -10.6% | -5.9% |
| 6M | -13.9% | +3.3% | -17.2% | -16.3% |
| YTD | -30.6% | +9.8% | -40.4% | -35.8% |
| 1Y | -34.4% | +2.9% | -37.3% | -36.8% |
| 3Y | +38.2% | +9.6% | +28.6% | +20.9% |
| 5Y | -9.7% | -16.7% | +7.0% | -23.0% |
| All | -9.7% | -16.7% | +7.1% | -23.0% |
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