+1,330.5%
ROL vs AWK
+1,042.6%
+287.9%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.4% | -0.7% | -1.5% |
| 7D | +9.5% | +4.1% | +5.4% | +7.7% |
| 30D | +22.9% | +18.0% | +4.9% | +14.8% |
| 3M | +3.5% | +12.2% | -8.7% | -1.3% |
| 6M | -29.4% | +21.2% | -50.6% | -35.0% |
| YTD | -36.1% | +17.6% | -53.6% | -40.7% |
| 1Y | -34.4% | +19.2% | -53.6% | -39.6% |
| 3Y | +4.0% | +26.7% | -22.7% | -8.4% |
| 5Y | +13.2% | -1.3% | +14.6% | +10.0% |
| 10Y | +219.7% | +159.7% | +60.0% | +96.6% |
| All | +1,330.5% | +1,042.6% | +287.9% | +325.8% |
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 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