+115.9%
AWP vs VT
+345.0%
-229.1%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -4.1% | +0.6% | +0.6% |
| 7D | +1.9% | -4.2% | +6.1% | +6.3% |
| 30D | +5.0% | -5.8% | +10.8% | +11.4% |
| 3M | -9.6% | -5.2% | -4.3% | -4.7% |
| 6M | -5.5% | +0.1% | -5.7% | -6.3% |
| YTD | +1.1% | +8.2% | -7.1% | -7.7% |
| 1Y | +3.8% | +10.1% | -6.4% | -7.0% |
| 3Y | +36.7% | +69.7% | -33.0% | -22.0% |
| 5Y | -5.0% | +53.4% | -58.4% | -39.9% |
| 10Y | +94.2% | +219.2% | -125.0% | -43.5% |
| All | +115.9% | +345.0% | -229.1% | -61.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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