+47.0%
ROK vs AWK
-16.7%
+63.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | +0.2% | +0.6% | -0.4% | 0.0% |
| 30D | -1.8% | +4.3% | -6.1% | -2.7% |
| 3M | -7.2% | +12.5% | -19.7% | -10.0% |
| 6M | +14.2% | +3.3% | +10.9% | +12.9% |
| YTD | +10.6% | +9.8% | +0.8% | +7.4% |
| 1Y | +25.9% | +2.9% | +23.0% | +24.3% |
| 3Y | +50.8% | +9.6% | +41.2% | +41.4% |
| 5Y | +47.0% | -16.7% | +63.7% | +49.8% |
| All | +47.0% | -16.7% | +63.8% | +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 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