+7.2%
AWK vs NTR
+36.8%
-29.6%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.2% | -1.5% |
| 7D | -2.1% | -1.3% | -0.9% | -2.0% |
| 30D | +2.1% | +16.8% | -14.7% | +0.6% |
| 3M | +11.4% | +20.7% | -9.4% | +9.5% |
| 6M | +3.9% | +0.5% | +3.4% | +3.7% |
| YTD | +7.7% | +29.2% | -21.5% | +4.1% |
| 1Y | +1.3% | +39.6% | -38.3% | -3.2% |
| 3Y | +7.2% | +37.9% | -30.7% | +5.3% |
| All | +7.2% | +36.8% | -29.6% | +5.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 3y: compounded portfolio wealth divided by compounded NTR 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…
3y analysis · Full analysis span regression · 6 months rolling