+167.1%
RTX vs AWK
-15.0%
+182.1%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -0.9% |
| 7D | -3.1% | +2.2% | -5.3% | -3.5% |
| 30D | -10.6% | +4.4% | -15.0% | -11.4% |
| 3M | +11.6% | +15.4% | -3.7% | +8.3% |
| 6M | -4.5% | +3.5% | -8.0% | -5.4% |
| YTD | +9.6% | +9.8% | -0.2% | +7.2% |
| 1Y | +30.8% | +3.0% | +27.8% | +29.5% |
| 3Y | +152.8% | +9.7% | +143.2% | +142.8% |
| 5Y | +167.1% | -17.2% | +184.3% | +162.0% |
| All | +167.1% | -15.0% | +182.1% | +162.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling