-51.4%
VG vs AWK
+29.4%
-80.7%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.5% | -0.7% |
| 7D | -22.0% | +4.1% | -26.1% | -19.9% |
| 30D | -11.6% | +18.0% | -29.6% | -2.6% |
| 3M | -14.9% | +12.2% | -27.1% | -8.6% |
| 6M | -3.5% | +21.2% | -24.8% | +9.1% |
| YTD | +70.0% | +17.6% | +52.4% | +88.8% |
| 1Y | +50.0% | +19.2% | +30.8% | +69.2% |
| All | -51.4% | +29.4% | -80.7% | -30.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling