+55.9%
RSP vs AWK
+10.9%
+44.9%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.3% | -0.5% |
| 7D | -0.8% | +1.7% | -2.5% | -1.0% |
| 30D | -0.3% | +5.6% | -5.9% | -1.1% |
| 3M | +4.3% | +15.9% | -11.6% | +2.2% |
| 6M | +8.8% | +4.6% | +4.2% | +8.1% |
| YTD | +15.3% | +10.1% | +5.2% | +13.5% |
| 1Y | +18.3% | +2.1% | +16.2% | +17.8% |
| All | +55.9% | +10.9% | +44.9% | +48.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling