+1,980.1%
VGT vs AWK
+967.2%
+1,012.8%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.1% |
| 7D | +1.8% | +2.2% | -0.3% | +1.1% |
| 30D | -0.3% | +4.4% | -4.8% | -1.9% |
| 3M | +3.4% | +15.4% | -12.0% | -2.0% |
| 6M | +35.0% | +3.5% | +31.5% | +32.2% |
| YTD | +28.8% | +9.8% | +19.0% | +23.1% |
| 1Y | +38.0% | +3.0% | +35.0% | +34.3% |
| 3Y | +125.8% | +9.7% | +116.1% | +107.0% |
| 5Y | +134.7% | -17.2% | +151.9% | +139.9% |
| 10Y | +792.6% | +126.1% | +666.5% | +486.0% |
| All | +1,980.1% | +967.2% | +1,012.8% | +535.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling