-11.2%
VG vs AWK
+22.3%
-33.5%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.9% | -5.9% | -3.4% |
| 7D | -22.0% | +7.2% | -29.2% | -20.3% |
| 30D | -14.7% | +19.0% | -33.8% | -11.4% |
| 3M | -7.1% | +14.4% | -21.4% | -4.2% |
| 6M | -11.2% | +22.6% | -33.8% | -6.4% |
| All | -11.2% | +22.3% | -33.5% | -6.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling