-50.2%
VG vs AWK
+28.4%
-78.7%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.7% | +3.1% | +1.9% |
| 7D | -8.3% | +1.2% | -9.5% | -7.5% |
| 30D | -10.3% | +15.8% | -26.1% | -2.2% |
| 3M | -10.8% | +11.0% | -21.8% | -4.8% |
| 6M | +3.5% | +21.0% | -17.5% | +16.9% |
| YTD | +74.0% | +16.7% | +57.2% | +92.5% |
| 1Y | +48.9% | +17.2% | +31.7% | +65.9% |
| All | -50.2% | +28.4% | -78.7% | -29.5% |
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