+87.3%
AWK vs NTR
+103.7%
-16.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | -0.1% | 0.0% |
| 7D | +0.6% | +0.5% | +0.1% | +0.5% |
| 30D | +4.3% | +21.7% | -17.4% | +1.9% |
| 3M | +12.5% | +22.8% | -10.2% | +9.8% |
| 6M | +3.3% | +8.2% | -4.9% | +2.0% |
| YTD | +9.8% | +32.9% | -23.2% | +5.4% |
| 1Y | +2.9% | +45.3% | -42.4% | -2.5% |
| 3Y | +9.6% | +41.7% | -32.0% | +3.4% |
| 5Y | -16.7% | +49.8% | -66.5% | -24.4% |
| All | +87.3% | +103.7% | -16.4% | +43.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling