+7.2%
AWK vs VYM
+65.1%
-57.9%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.7% | -2.2% | -1.8% |
| 7D | -2.1% | -0.8% | -1.3% | -1.8% |
| 30D | +2.1% | -2.2% | +4.3% | +2.9% |
| 3M | +11.4% | +3.1% | +8.3% | +10.2% |
| 6M | +3.9% | +9.7% | -5.8% | +0.4% |
| YTD | +7.7% | +14.9% | -7.2% | +1.8% |
| 1Y | +1.3% | +17.6% | -16.3% | -5.3% |
| 3Y | +7.2% | +65.3% | -58.1% | -32.4% |
| All | +7.2% | +65.1% | -57.9% | -32.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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