+124.8%
XRT vs AWK
+128.1%
-3.2%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | -2.4% | +0.6% | -3.0% | -2.6% |
| 30D | -6.9% | +4.3% | -11.2% | -8.0% |
| 3M | -0.4% | +12.5% | -12.9% | -3.7% |
| 6M | +2.2% | +3.3% | -1.1% | +1.0% |
| YTD | -0.7% | +9.8% | -10.4% | -3.8% |
| 1Y | -2.0% | +2.9% | -4.9% | -3.5% |
| 3Y | +41.0% | +9.6% | +31.4% | +33.4% |
| 5Y | -3.3% | -16.7% | +13.4% | -1.7% |
| 10Y | +124.8% | +136.1% | -11.2% | +81.6% |
| All | +124.8% | +128.1% | -3.2% | +81.6% |
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