+7.1%
VG vs AWK
+1.3%
+5.7%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.4% |
| 7D | +1.7% | +1.7% | 0.0% | +2.2% |
| 30D | +16.0% | +5.6% | +10.4% | +17.7% |
| 3M | +9.7% | +15.9% | -6.1% | +14.7% |
| 6M | +29.6% | +4.6% | +25.0% | +31.1% |
| YTD | +112.0% | +10.1% | +102.0% | +118.0% |
| All | +7.1% | +1.3% | +5.7% | +6.8% |
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