+649.9%
IVV vs AWK
+1,042.6%
-392.7%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.4% | +1.7% | +0.8% |
| 7D | -2.7% | +4.1% | -6.8% | -4.2% |
| 30D | -5.4% | +18.0% | -23.4% | -11.2% |
| 3M | -4.1% | +12.2% | -16.3% | -8.4% |
| 6M | +0.7% | +21.2% | -20.5% | -7.0% |
| YTD | +8.7% | +17.6% | -8.8% | +1.0% |
| 1Y | +11.0% | +19.2% | -8.2% | +2.3% |
| 3Y | +75.4% | +26.7% | +48.7% | +52.4% |
| 5Y | +68.3% | -1.3% | +69.7% | +61.1% |
| 10Y | +315.5% | +159.7% | +155.9% | +149.8% |
| All | +649.9% | +1,042.6% | -392.7% | +99.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling