+204.4%
RSP vs AWK
+126.2%
+78.2%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -1.0% |
| 7D | -0.4% | +2.2% | -2.6% | -1.2% |
| 30D | -1.5% | +4.4% | -6.0% | -3.1% |
| 3M | +4.8% | +15.4% | -10.6% | -0.7% |
| 6M | +10.3% | +3.5% | +6.8% | +8.4% |
| YTD | +14.1% | +9.8% | +4.3% | +9.4% |
| 1Y | +17.0% | +3.0% | +14.0% | +14.6% |
| 3Y | +54.2% | +9.7% | +44.5% | +43.9% |
| 5Y | +51.5% | -17.2% | +68.7% | +57.2% |
| 10Y | +204.4% | +126.1% | +78.3% | +123.0% |
| All | +204.4% | +126.2% | +78.2% | +123.0% |
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