+484.0%
V vs AWK
+157.1%
+326.9%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.4% | -0.1% | +0.8% |
| 7D | +0.9% | +0.1% | +0.8% | +0.9% |
| 30D | +9.0% | +14.3% | -5.3% | +3.9% |
| 3M | +16.7% | +10.3% | +6.4% | +12.6% |
| 6M | +33.4% | +18.9% | +14.5% | +25.2% |
| YTD | +22.4% | +17.7% | +4.6% | +14.5% |
| 1Y | +27.7% | +16.9% | +10.8% | +19.7% |
| 3Y | +78.0% | +32.2% | +45.8% | +55.0% |
| 5Y | +108.5% | -2.2% | +110.7% | +103.5% |
| All | +484.0% | +157.1% | +326.9% | +316.3% |
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 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