+78.1%
IVV vs AWK
+31.5%
+46.6%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.4% | -1.8% | -0.3% |
| 7D | +2.6% | +0.1% | +2.4% | +2.6% |
| 30D | -2.0% | +14.3% | -16.3% | -1.0% |
| 3M | -2.8% | +10.3% | -13.1% | -2.0% |
| 6M | +2.2% | +18.9% | -16.8% | +3.5% |
| YTD | +11.5% | +17.7% | -6.2% | +13.0% |
| 1Y | +13.5% | +16.9% | -3.4% | +14.9% |
| 3Y | +78.1% | +32.2% | +45.9% | +76.3% |
| All | +78.1% | +31.5% | +46.6% | +76.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling