+145.4%
VLO vs AWK
+3.3%
+142.1%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | +6.2% | +0.6% | +5.6% | +6.4% |
| 30D | +23.5% | +4.3% | +19.2% | +24.6% |
| 3M | +53.9% | +12.5% | +41.3% | +58.0% |
| 6M | +81.7% | +3.3% | +78.4% | +82.0% |
| YTD | +142.5% | +9.8% | +132.7% | +149.7% |
| 1Y | +145.4% | +2.9% | +142.5% | +148.4% |
| All | +145.4% | +3.3% | +142.1% | +148.4% |
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 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