+9.7%
AWK vs VMC
+22.8%
-13.2%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.6% | +1.4% | -0.1% |
| 7D | +2.2% | -0.5% | +2.7% | +2.2% |
| 30D | +4.4% | -9.1% | +13.5% | +5.4% |
| 3M | +15.4% | -4.1% | +19.5% | +15.9% |
| 6M | +3.5% | -5.5% | +9.0% | +4.1% |
| YTD | +9.8% | -8.9% | +18.7% | +10.7% |
| 1Y | +3.0% | -12.9% | +15.9% | +4.2% |
| 3Y | +9.7% | +22.1% | -12.5% | -0.4% |
| All | +9.7% | +22.8% | -13.2% | -0.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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