+966.7%
AWK vs VRSK
+593.4%
+373.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.5% | -0.6% |
| 7D | +0.6% | -5.4% | +6.0% | +2.6% |
| 30D | +4.3% | -1.8% | +6.1% | +4.8% |
| 3M | +12.5% | -2.2% | +14.8% | +12.9% |
| 6M | +3.3% | -14.9% | +18.2% | +8.4% |
| YTD | +9.8% | -20.0% | +29.8% | +17.3% |
| 1Y | +2.9% | -33.1% | +36.1% | +17.6% |
| 3Y | +9.6% | -25.6% | +35.3% | +18.6% |
| 5Y | -16.7% | -10.1% | -6.5% | -17.5% |
| 10Y | +136.1% | +128.4% | +7.7% | +77.5% |
| All | +966.7% | +593.4% | +373.3% | +524.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSK.
Daily Out/Under-Performance
Portfolio return minus VRSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSK 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 VRSK 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