+1,283.5%
VLO vs AWK
+969.7%
+313.8%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | +0.1% |
| 7D | +5.2% | +1.7% | +3.5% | +4.5% |
| 30D | +22.6% | +5.6% | +17.0% | +19.9% |
| 3M | +43.8% | +15.9% | +27.9% | +34.8% |
| 6M | +65.7% | +4.6% | +61.2% | +61.5% |
| YTD | +131.1% | +10.1% | +121.0% | +119.3% |
| 1Y | +143.6% | +2.1% | +141.5% | +137.5% |
| 3Y | +201.4% | +9.8% | +191.5% | +174.3% |
| 5Y | +568.9% | -15.4% | +584.2% | +571.3% |
| 10Y | +891.8% | +129.4% | +762.4% | +407.2% |
| All | +1,283.5% | +969.7% | +313.8% | +112.2% |
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