+152.8%
RTX vs AWK
+9.6%
+143.2%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -1.0% |
| 7D | -3.1% | +2.2% | -5.3% | -3.3% |
| 30D | -10.6% | +4.4% | -15.0% | -11.0% |
| 3M | +11.6% | +15.4% | -3.7% | +10.0% |
| 6M | -4.5% | +3.5% | -8.0% | -5.0% |
| YTD | +9.6% | +9.8% | -0.2% | +8.4% |
| 1Y | +30.8% | +3.0% | +27.8% | +30.1% |
| 3Y | +152.8% | +9.7% | +143.2% | +134.0% |
| All | +152.8% | +9.6% | +143.2% | +134.0% |
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 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