+1,251.7%
ROL vs AWK
+969.7%
+282.0%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.6% | +0.5% |
| 7D | -1.4% | +1.7% | -3.2% | -2.2% |
| 30D | -4.1% | +5.6% | -9.7% | -6.3% |
| 3M | -22.5% | +15.9% | -38.4% | -27.3% |
| 6M | -37.7% | +4.6% | -42.2% | -39.1% |
| YTD | -39.6% | +10.1% | -49.6% | -42.4% |
| 1Y | -36.0% | +2.1% | -38.1% | -37.3% |
| 3Y | -5.1% | +9.8% | -15.0% | -11.4% |
| 5Y | -3.4% | -15.4% | +12.0% | +0.1% |
| 10Y | +215.2% | +129.4% | +85.8% | +104.2% |
| All | +1,251.7% | +969.7% | +282.0% | +313.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling