+309.6%
IVV vs AWK
+146.2%
+163.4%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.7% | +3.1% | +2.6% |
| 7D | +0.1% | +1.2% | -1.1% | -0.3% |
| 30D | -3.3% | +15.8% | -19.1% | -7.7% |
| 3M | -2.4% | +11.0% | -13.4% | -5.7% |
| 6M | +2.6% | +21.0% | -18.4% | -3.8% |
| YTD | +11.3% | +16.7% | -5.4% | +5.0% |
| 1Y | +13.4% | +17.2% | -3.7% | +6.7% |
| 3Y | +80.3% | +29.2% | +51.1% | +58.0% |
| 5Y | +72.7% | -2.3% | +75.0% | +68.1% |
| 10Y | +309.6% | +150.5% | +159.1% | +201.0% |
| All | +309.6% | +146.2% | +163.4% | +201.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AWK.
Daily Out/Under-Performance
Portfolio return minus AWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AWK 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 10y: compounded portfolio wealth divided by compounded AWK 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…
10y analysis · Full analysis span regression · 6 months rolling