+432.7%
VLO vs AWK
-1.3%
+434.0%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.8% | -2.5% | -1.7% |
| 7D | -9.5% | +2.7% | -12.2% | -9.4% |
| 30D | -19.1% | +16.7% | -35.8% | -18.8% |
| 3M | +11.4% | +11.7% | -0.4% | +11.7% |
| 6M | +46.7% | +21.9% | +24.8% | +47.4% |
| YTD | +118.6% | +17.6% | +101.0% | +119.5% |
| 1Y | +99.9% | +19.8% | +80.1% | +100.6% |
| 3Y | +210.5% | +31.0% | +179.5% | +206.0% |
| 5Y | +432.7% | -3.0% | +435.6% | +402.3% |
| All | +432.7% | -1.3% | +434.0% | +402.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling