+386.4%
V vs AWK
+128.1%
+258.3%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.2% | -1.5% | -1.6% |
| 7D | -1.1% | +2.2% | -3.3% | -1.8% |
| 30D | +1.9% | +4.4% | -2.6% | +0.3% |
| 3M | +15.5% | +15.4% | +0.2% | +9.8% |
| 6M | +16.6% | +3.5% | +13.1% | +14.8% |
| YTD | +5.7% | +9.8% | -4.1% | +1.5% |
| 1Y | +8.6% | +3.0% | +5.6% | +6.5% |
| 3Y | +52.5% | +9.7% | +42.9% | +42.9% |
| 5Y | +67.1% | -17.2% | +84.3% | +74.4% |
| All | +386.4% | +128.1% | +258.3% | +247.2% |
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