-16.3%
AWK vs VYM
+77.5%
-93.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.7% | -2.2% | -2.0% |
| 7D | -2.1% | -0.8% | -1.3% | -1.7% |
| 30D | +2.1% | -2.2% | +4.3% | +3.5% |
| 3M | +11.4% | +3.1% | +8.3% | +9.3% |
| 6M | +3.9% | +9.7% | -5.8% | -2.0% |
| YTD | +7.7% | +14.9% | -7.2% | -1.7% |
| 1Y | +1.3% | +17.6% | -16.3% | -9.1% |
| 3Y | +7.2% | +65.3% | -58.1% | -28.3% |
| All | -16.3% | +77.5% | -93.8% | -46.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling