+1,355.7%
ROL vs AWK
+1,043.1%
+312.6%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.6% |
| 7D | +3.4% | +2.7% | +0.7% | +2.3% |
| 30D | +20.8% | +16.7% | +4.1% | +13.3% |
| 3M | +3.7% | +11.7% | -8.0% | -1.0% |
| 6M | -27.7% | +21.9% | -49.6% | -33.6% |
| YTD | -34.9% | +17.6% | -52.5% | -39.7% |
| 1Y | -33.3% | +19.8% | -53.1% | -38.7% |
| 3Y | +4.3% | +31.0% | -26.7% | -9.4% |
| 5Y | +15.0% | -3.0% | +17.9% | +12.5% |
| 10Y | +214.7% | +156.8% | +57.9% | +94.5% |
| All | +1,355.7% | +1,043.1% | +312.6% | +333.2% |
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