+5.1%
VUG vs AWK
+19.4%
-14.3%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.4% | -2.3% | -0.5% |
| 7D | +2.5% | +0.1% | +2.4% | +2.6% |
| 30D | -6.3% | +14.3% | -20.5% | -2.2% |
| 3M | -6.0% | +10.3% | -16.3% | -2.9% |
| 6M | -3.5% | +18.9% | -22.5% | +2.3% |
| YTD | +3.9% | +17.7% | -13.8% | +10.5% |
| 1Y | +5.1% | +16.9% | -11.8% | +11.4% |
| All | +5.1% | +19.4% | -14.3% | +11.4% |
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