-5.8%
VICI vs AWK
+7.8%
-13.6%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +1.9% | +1.1% |
| 7D | -2.3% | -2.1% | -0.2% | -1.4% |
| 30D | -4.8% | +2.1% | -6.8% | -5.6% |
| 3M | -10.1% | +11.4% | -21.5% | -14.2% |
| 6M | -9.7% | +3.9% | -13.6% | -11.5% |
| YTD | -8.8% | +7.7% | -16.5% | -12.1% |
| 1Y | -20.2% | +1.3% | -21.5% | -21.2% |
| 3Y | -5.8% | +7.2% | -13.0% | -12.9% |
| All | -5.8% | +7.8% | -13.6% | -12.9% |
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