+5.2%
VUG vs AWK
+20.7%
-15.5%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.2% | -0.6% | +2.2% |
| 7D | -3.0% | +7.0% | -10.0% | -0.9% |
| 30D | -6.4% | +17.0% | -23.5% | -1.8% |
| 3M | -3.2% | +12.4% | -15.6% | +0.6% |
| 6M | +3.1% | +19.6% | -16.5% | +9.5% |
| YTD | +6.3% | +17.0% | -10.8% | +12.7% |
| 1Y | +5.2% | +20.0% | -14.8% | +12.0% |
| All | +5.2% | +20.7% | -15.5% | +12.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling