-49.4%
VG vs AWK
+29.4%
-78.8%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +0.9% | +2.1% |
| 7D | -7.7% | +2.7% | -10.4% | -6.1% |
| 30D | -8.8% | +16.7% | -25.5% | -0.1% |
| 3M | -15.6% | +11.7% | -27.4% | -9.6% |
| 6M | +5.2% | +21.9% | -16.7% | +19.4% |
| YTD | +76.9% | +17.6% | +59.3% | +96.6% |
| 1Y | +42.5% | +19.8% | +22.7% | +61.3% |
| All | -49.4% | +29.4% | -78.8% | -28.0% |
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