+7.2%
AWK vs NTRS
+168.2%
-161.0%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.1% | -2.6% | -1.6% |
| 7D | -2.1% | +1.4% | -3.5% | -2.2% |
| 30D | +2.1% | -0.7% | +2.7% | +2.1% |
| 3M | +11.4% | +11.3% | +0.1% | +10.4% |
| 6M | +3.9% | +35.5% | -31.6% | +0.9% |
| YTD | +7.7% | +40.6% | -32.9% | +3.8% |
| 1Y | +1.3% | +49.2% | -47.9% | -3.3% |
| 3Y | +7.2% | +167.2% | -160.1% | -20.2% |
| All | +7.2% | +168.2% | -161.0% | -20.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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