+76.0%
VUG vs AWK
-16.7%
+92.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | +0.1% | +0.6% | -0.5% | 0.0% |
| 30D | -1.7% | +4.3% | -6.0% | -2.2% |
| 3M | +2.8% | +12.5% | -9.7% | +1.0% |
| 6M | +13.6% | +3.3% | +10.3% | +13.0% |
| YTD | +8.1% | +9.8% | -1.7% | +6.2% |
| 1Y | +13.1% | +2.9% | +10.2% | +12.3% |
| 3Y | +87.0% | +9.6% | +77.3% | +78.5% |
| 5Y | +76.0% | -16.7% | +92.6% | +78.1% |
| All | +76.0% | -16.7% | +92.7% | +78.1% |
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 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