+211.0%
RSP vs AWK
+157.1%
+53.9%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.2% | -0.3% |
| 7D | +2.4% | +0.1% | +2.2% | +2.3% |
| 30D | +4.3% | +14.3% | -10.0% | -0.6% |
| 3M | -0.3% | +10.3% | -10.6% | -3.9% |
| 6M | +9.8% | +18.9% | -9.1% | +2.8% |
| YTD | +16.8% | +17.7% | -0.9% | +9.2% |
| 1Y | +19.5% | +16.9% | +2.6% | +11.8% |
| 3Y | +65.1% | +32.2% | +33.0% | +42.9% |
| 5Y | +48.7% | -2.2% | +50.9% | +44.5% |
| All | +211.0% | +157.1% | +53.9% | +124.8% |
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 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