+208.2%
ROL vs AWK
+128.1%
+80.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.1% | -1.2% |
| 7D | -3.3% | +0.6% | -3.9% | -3.5% |
| 30D | -7.2% | +4.3% | -11.5% | -8.8% |
| 3M | -27.0% | +12.5% | -39.5% | -30.4% |
| 6M | -39.5% | +3.3% | -42.8% | -40.5% |
| YTD | -41.8% | +9.8% | -51.6% | -44.3% |
| 1Y | -38.9% | +2.9% | -41.8% | -40.1% |
| 3Y | -0.4% | +9.6% | -10.0% | -6.3% |
| 5Y | -4.2% | -16.7% | +12.4% | +0.1% |
| 10Y | +208.2% | +136.1% | +72.1% | +124.4% |
| All | +208.2% | +128.1% | +80.1% | +124.4% |
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