+942.4%
VUG vs AWK
+969.7%
-27.3%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.3% | -0.4% |
| 7D | -0.1% | +1.7% | -1.8% | -0.7% |
| 30D | -0.3% | +5.6% | -5.9% | -2.3% |
| 3M | -0.7% | +15.9% | -16.5% | -6.2% |
| 6M | +14.6% | +4.6% | +10.1% | +11.8% |
| YTD | +9.0% | +10.1% | -1.0% | +4.1% |
| 1Y | +14.9% | +2.1% | +12.8% | +12.2% |
| 3Y | +86.0% | +9.8% | +76.2% | +70.6% |
| 5Y | +76.7% | -15.4% | +92.0% | +79.6% |
| 10Y | +411.3% | +129.4% | +281.9% | +225.9% |
| All | +942.4% | +969.7% | -27.3% | +193.6% |
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