+220.7%
ROL vs AWK
+157.1%
+63.7%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.4% | +1.2% | +2.0% |
| 7D | +3.0% | +0.1% | +2.8% | +2.9% |
| 30D | +19.8% | +14.3% | +5.5% | +13.7% |
| 3M | +7.9% | +10.3% | -2.4% | +3.8% |
| 6M | -25.6% | +18.9% | -44.6% | -30.7% |
| YTD | -34.1% | +17.7% | -51.9% | -38.7% |
| 1Y | -31.4% | +16.9% | -48.2% | -36.0% |
| 3Y | +4.7% | +32.2% | -27.5% | -8.7% |
| 5Y | +15.6% | -2.2% | +17.8% | +13.3% |
| All | +220.7% | +157.1% | +63.7% | +129.4% |
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