+553.0%
RSP vs AWK
+1,042.6%
-489.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | +0.2% |
| 7D | -1.0% | +4.1% | -5.1% | -2.7% |
| 30D | +2.6% | +18.0% | -15.4% | -4.3% |
| 3M | -0.8% | +12.2% | -13.0% | -5.6% |
| 6M | +6.3% | +21.2% | -15.0% | -2.5% |
| YTD | +14.1% | +17.6% | -3.4% | +5.5% |
| 1Y | +18.0% | +19.2% | -1.2% | +8.2% |
| 3Y | +61.0% | +26.7% | +34.3% | +39.6% |
| 5Y | +45.6% | -1.3% | +46.9% | +39.7% |
| 10Y | +220.2% | +159.7% | +60.5% | +86.8% |
| All | +553.0% | +1,042.6% | -489.6% | +58.2% |
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