+120.6%
VLO vs AWK
+20.7%
+100.0%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +2.2% | -7.9% | -5.2% |
| 7D | -6.0% | +7.0% | -13.0% | -4.4% |
| 30D | -12.9% | +17.0% | -29.9% | -9.6% |
| 3M | +18.3% | +12.4% | +5.9% | +22.0% |
| 6M | +46.4% | +19.6% | +26.9% | +53.4% |
| YTD | +127.7% | +17.0% | +110.7% | +140.3% |
| 1Y | +120.6% | +20.0% | +100.6% | +134.9% |
| All | +120.6% | +20.7% | +100.0% | +134.9% |
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 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