-15.7%
AWK vs VICR
+42.6%
-58.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.2% | +2.8% | -0.3% |
| 7D | -0.7% | -0.4% | -0.3% | -0.7% |
| 30D | +2.8% | -15.6% | +18.3% | +2.8% |
| 3M | +11.3% | -35.4% | +46.7% | +11.3% |
| 6M | +6.7% | +1.3% | +5.4% | +5.7% |
| YTD | +9.4% | +62.5% | -53.1% | +7.1% |
| 1Y | +3.7% | +255.5% | -251.7% | -0.8% |
| 3Y | +9.2% | +182.0% | -172.8% | +3.1% |
| 5Y | -15.7% | +42.9% | -58.6% | -24.1% |
| All | -15.7% | +42.6% | -58.3% | -24.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling