+263.0%
VTR vs AWK
+967.2%
-704.3%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.3% |
| 7D | -2.4% | +2.2% | -4.6% | -3.6% |
| 30D | -3.7% | +4.4% | -8.2% | -6.4% |
| 3M | +13.5% | +15.4% | -1.8% | +3.9% |
| 6M | +7.2% | +3.5% | +3.7% | +4.3% |
| YTD | +17.6% | +9.8% | +7.8% | +10.0% |
| 1Y | +35.4% | +3.0% | +32.4% | +30.9% |
| 3Y | +132.8% | +9.7% | +123.2% | +111.4% |
| 5Y | +88.7% | -17.2% | +105.8% | +100.7% |
| 10Y | +87.6% | +126.1% | -38.4% | +2.1% |
| All | +263.0% | +967.2% | -704.3% | -36.7% |
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