+25.5%
VZ vs AWK
-15.4%
+40.9%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -0.8% |
| 7D | +0.1% | +1.7% | -1.7% | -0.5% |
| 30D | +7.9% | +5.6% | +2.3% | +5.9% |
| 3M | +13.6% | +15.9% | -2.2% | +7.9% |
| 6M | +1.1% | +4.6% | -3.5% | -0.8% |
| YTD | +29.3% | +10.1% | +19.2% | +24.5% |
| 1Y | +21.2% | +2.1% | +19.1% | +19.6% |
| 3Y | +75.9% | +9.8% | +66.1% | +67.9% |
| All | +25.5% | -15.4% | +40.9% | +22.4% |
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 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