+582.8%
RTX vs AWK
+1,043.1%
-460.3%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.8% | +1.3% | +1.7% |
| 7D | -1.7% | +2.7% | -4.4% | -2.8% |
| 30D | +7.7% | +16.7% | -9.0% | +1.6% |
| 3M | -10.3% | +11.7% | -22.1% | -14.2% |
| 6M | +14.6% | +21.9% | -7.3% | +5.9% |
| YTD | +10.4% | +17.6% | -7.2% | +3.0% |
| 1Y | +13.5% | +19.8% | -6.3% | +5.0% |
| 3Y | +158.6% | +31.0% | +127.6% | +124.2% |
| 5Y | +147.3% | -3.0% | +150.2% | +139.2% |
| 10Y | +268.7% | +156.8% | +111.9% | +127.7% |
| All | +582.8% | +1,043.1% | -460.3% | +88.3% |
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 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