+51.9%
ROK vs AWK
+9.6%
+42.3%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -1.1% |
| 7D | +2.8% | +2.2% | +0.6% | +2.9% |
| 30D | -2.4% | +4.4% | -6.8% | -2.1% |
| 3M | -4.7% | +15.4% | -20.1% | -4.1% |
| 6M | +16.8% | +3.5% | +13.2% | +17.3% |
| YTD | +11.4% | +9.8% | +1.6% | +12.0% |
| 1Y | +26.2% | +3.0% | +23.2% | +27.0% |
| 3Y | +51.9% | +9.7% | +42.2% | +49.8% |
| All | +51.9% | +9.6% | +42.3% | +49.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling