+84.5%
VTR vs AWK
-17.6%
+102.1%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | +0.2% |
| 7D | -0.3% | -2.1% | +1.8% | +0.6% |
| 30D | +1.1% | +2.1% | -1.0% | +0.1% |
| 3M | +7.9% | +11.4% | -3.5% | +2.6% |
| 6M | +6.2% | +3.9% | +2.2% | +3.9% |
| YTD | +17.7% | +7.7% | +10.0% | +13.0% |
| 1Y | +32.9% | +1.3% | +31.6% | +30.9% |
| 3Y | +129.7% | +7.2% | +122.5% | +115.3% |
| All | +84.5% | -17.6% | +102.1% | +78.9% |
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 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