+559.4%
RSP vs AWK
+969.7%
-410.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.3% | -0.4% |
| 7D | -0.8% | +1.7% | -2.5% | -1.5% |
| 30D | -0.3% | +5.6% | -5.9% | -2.6% |
| 3M | +4.3% | +15.9% | -11.6% | -2.2% |
| 6M | +8.8% | +4.6% | +4.2% | +6.1% |
| YTD | +15.3% | +10.1% | +5.2% | +9.7% |
| 1Y | +18.3% | +2.1% | +16.2% | +15.7% |
| 3Y | +52.8% | +9.8% | +43.0% | +41.1% |
| 5Y | +51.7% | -15.4% | +67.1% | +55.7% |
| 10Y | +208.5% | +129.4% | +79.1% | +90.4% |
| All | +559.4% | +969.7% | -410.2% | +64.5% |
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