+35.5%
AWK vs VLTO
+54.8%
-19.4%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.5% | -1.9% | -1.5% |
| 7D | +4.1% | +5.4% | -1.3% | +2.7% |
| 30D | +18.0% | +22.3% | -4.3% | +12.1% |
| 3M | +12.2% | +19.6% | -7.4% | +7.2% |
| 6M | +21.2% | +35.2% | -13.9% | +12.6% |
| YTD | +17.6% | +17.9% | -0.3% | +12.4% |
| 1Y | +19.2% | +19.5% | -0.3% | +13.5% |
| 3Y | +26.7% | +73.9% | -47.2% | +9.9% |
| All | +35.5% | +54.8% | -19.4% | +19.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling