+1.3%
AWK vs VICR
+293.8%
-292.5%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +11.2% | -12.7% | -0.8% |
| 7D | -2.1% | +5.0% | -7.1% | -1.8% |
| 30D | +2.1% | -12.5% | +14.5% | +1.4% |
| 3M | +11.4% | -33.6% | +45.0% | +9.2% |
| 6M | +3.9% | +10.7% | -6.8% | +5.9% |
| YTD | +7.7% | +80.6% | -72.9% | +13.2% |
| 1Y | +1.3% | +288.4% | -287.1% | +12.8% |
| All | +1.3% | +293.8% | -292.5% | +12.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR 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 1y: compounded portfolio wealth divided by compounded VICR 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…
1y analysis · Full analysis span regression · 6 months rolling