+660.9%
XRT vs AWK
+1,043.1%
-382.2%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.1% | -0.6% |
| 7D | +4.1% | +2.7% | +1.4% | +3.1% |
| 30D | +9.9% | +16.7% | -6.7% | +4.0% |
| 3M | +2.3% | +11.7% | -9.5% | -1.8% |
| 6M | +9.6% | +21.9% | -12.3% | +1.8% |
| YTD | +9.1% | +17.6% | -8.5% | +2.1% |
| 1Y | +16.2% | +19.8% | -3.6% | +7.9% |
| 3Y | +60.1% | +31.0% | +29.1% | +39.8% |
| 5Y | -0.5% | -3.0% | +2.5% | -3.2% |
| 10Y | +145.1% | +156.8% | -11.7% | +50.6% |
| All | +660.9% | +1,043.1% | -382.2% | +106.3% |
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