+269.0%
RTX vs AWK
+156.2%
+112.8%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.7% |
| 7D | +1.4% | 0.0% | +1.4% | +1.4% |
| 30D | +7.8% | +15.5% | -7.7% | +2.7% |
| 3M | -9.8% | +10.0% | -19.8% | -12.8% |
| 6M | +13.5% | +20.4% | -6.9% | +6.3% |
| YTD | +10.9% | +17.1% | -6.1% | +4.5% |
| 1Y | +14.0% | +18.3% | -4.3% | +6.8% |
| 3Y | +159.9% | +30.4% | +129.5% | +128.2% |
| 5Y | +151.7% | -2.7% | +154.3% | +145.2% |
| 10Y | +269.0% | +154.7% | +114.3% | +167.3% |
| All | +269.0% | +156.2% | +112.8% | +167.3% |
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