+75.7%
VTI vs AWK
+7.8%
+67.9%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.4% | +0.8% |
| 7D | -0.9% | -2.1% | +1.2% | -1.0% |
| 30D | -1.4% | +2.1% | -3.5% | -1.4% |
| 3M | +3.6% | +11.4% | -7.8% | +3.8% |
| 6M | +13.6% | +3.9% | +9.7% | +13.8% |
| YTD | +12.9% | +7.7% | +5.2% | +13.1% |
| 1Y | +17.2% | +1.3% | +15.9% | +17.6% |
| 3Y | +75.7% | +7.2% | +68.5% | +73.9% |
| All | +75.7% | +7.8% | +67.9% | +73.9% |
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