+69.5%
VG vs AWK
+18.8%
+50.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.5% | +6.0% | +5.4% |
| 7D | +5.5% | 0.0% | +5.5% | +5.5% |
| 30D | -3.6% | +15.5% | -19.1% | -0.1% |
| 3M | -4.0% | +10.0% | -14.0% | -1.5% |
| 6M | +9.4% | +20.4% | -11.0% | +15.1% |
| YTD | +86.6% | +17.1% | +69.6% | +94.9% |
| 1Y | +69.5% | +18.3% | +51.2% | +75.8% |
| All | +69.5% | +18.8% | +50.7% | +75.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling