+341.2%
ROK vs AWK
+135.6%
+205.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -1.0% |
| 7D | -1.6% | -0.7% | -0.9% | -1.4% |
| 30D | -5.4% | +2.8% | -8.2% | -6.3% |
| 3M | -4.0% | +11.3% | -15.3% | -7.4% |
| 6M | +13.3% | +6.7% | +6.6% | +10.3% |
| YTD | +9.3% | +9.4% | 0.0% | +5.3% |
| 1Y | +25.8% | +3.7% | +22.1% | +22.8% |
| 3Y | +49.1% | +9.2% | +39.9% | +38.9% |
| 5Y | +45.9% | -15.7% | +61.6% | +49.4% |
| All | +341.2% | +135.6% | +205.5% | +245.5% |
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