-4.7%
ROL vs AWK
-15.0%
+10.3%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.2% | -2.3% | -2.5% |
| 7D | -3.4% | +2.2% | -5.6% | -4.2% |
| 30D | -6.9% | +4.4% | -11.4% | -8.4% |
| 3M | -24.6% | +15.4% | -40.0% | -28.5% |
| 6M | -39.5% | +3.5% | -43.0% | -40.5% |
| YTD | -41.1% | +9.8% | -50.9% | -43.4% |
| 1Y | -37.9% | +3.0% | -40.9% | -39.0% |
| 3Y | +0.8% | +9.7% | -8.9% | -4.3% |
| 5Y | -4.7% | -17.2% | +12.5% | +2.7% |
| All | -4.7% | -15.0% | +10.3% | +2.7% |
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