+569.3%
RTX vs AWK
+1,034.4%
-465.2%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.7% | +4.3% | +3.8% |
| 7D | -3.2% | +1.2% | -4.4% | -3.7% |
| 30D | +5.6% | +15.8% | -10.2% | -0.2% |
| 3M | -11.7% | +11.0% | -22.7% | -15.3% |
| 6M | +12.3% | +21.0% | -8.7% | +4.0% |
| YTD | +8.2% | +16.7% | -8.5% | +1.2% |
| 1Y | +12.6% | +17.2% | -4.6% | +5.0% |
| 3Y | +152.8% | +29.2% | +123.7% | +120.4% |
| 5Y | +140.2% | -2.3% | +142.5% | +131.5% |
| 10Y | +273.8% | +150.5% | +123.2% | +133.2% |
| All | +569.3% | +1,034.4% | -465.2% | +85.1% |
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