+454.5%
V vs AWK
+152.9%
+301.5%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | -0.1% |
| 7D | +0.6% | +2.7% | -2.1% | -0.3% |
| 30D | +9.7% | +16.7% | -6.9% | +3.9% |
| 3M | +17.3% | +11.7% | +5.5% | +12.6% |
| 6M | +33.2% | +21.9% | +11.3% | +23.9% |
| YTD | +21.3% | +17.6% | +3.7% | +13.6% |
| 1Y | +27.3% | +19.8% | +7.5% | +18.3% |
| 3Y | +76.1% | +31.0% | +45.1% | +53.9% |
| 5Y | +103.5% | -3.0% | +106.4% | +99.2% |
| 10Y | +454.5% | +156.8% | +297.7% | +290.6% |
| All | +454.5% | +152.9% | +301.5% | +290.6% |
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 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