+32.1%
AWK vs VLTO
+70.5%
-38.5%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.6% | +0.7% |
| 7D | +2.7% | +1.6% | +1.1% | +2.3% |
| 30D | +16.7% | +22.0% | -5.3% | +10.8% |
| 3M | +11.7% | +21.9% | -10.1% | +6.1% |
| 6M | +21.9% | +36.5% | -14.6% | +12.8% |
| YTD | +17.6% | +19.0% | -1.4% | +12.1% |
| 1Y | +19.8% | +21.0% | -1.2% | +13.6% |
| All | +32.1% | +70.5% | -38.5% | +17.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 3y: compounded portfolio wealth divided by compounded VLTO 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…
3y analysis · Full analysis span regression · 6 months rolling