+130.8%
VTR vs AWK
+9.5%
+121.4%
-16.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.3% | +1.5% | +1.3% |
| 7D | -1.8% | -0.7% | -1.1% | -1.5% |
| 30D | +4.0% | +2.8% | +1.2% | +2.8% |
| 3M | +7.8% | +11.3% | -3.5% | +3.3% |
| 6M | +6.4% | +6.7% | -0.4% | +3.3% |
| YTD | +18.3% | +9.4% | +8.9% | +13.6% |
| 1Y | +33.9% | +3.7% | +30.2% | +31.2% |
| All | +130.8% | +9.5% | +121.4% | +117.1% |
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