+128.5%
AWK vs VIVK
-100.0%
+228.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -7.4% | +5.9% | -1.5% |
| 7D | -2.1% | -4.4% | +2.2% | -2.1% |
| 30D | +2.1% | -40.8% | +42.9% | +2.3% |
| 3M | +11.4% | -94.1% | +105.5% | +12.5% |
| 6M | +3.9% | -98.2% | +102.1% | +5.3% |
| YTD | +7.7% | -98.0% | +105.7% | +8.8% |
| 1Y | +1.3% | -100.0% | +101.3% | +3.6% |
| 3Y | +7.2% | -100.0% | +107.2% | +9.3% |
| 5Y | -17.0% | -100.0% | +83.0% | -15.3% |
| All | +128.5% | -100.0% | +228.5% | +132.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VIVK.
Daily Out/Under-Performance
Portfolio return minus VIVK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIVK 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 VIVK 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