+963.1%
AWK vs NTRS
+302.6%
+660.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.7% | -0.6% |
| 7D | -0.7% | +0.3% | -1.1% | -0.8% |
| 30D | +2.8% | +0.2% | +2.6% | +2.7% |
| 3M | +11.3% | +13.2% | -1.9% | +8.6% |
| 6M | +6.7% | +36.9% | -30.2% | +0.2% |
| YTD | +9.4% | +39.1% | -29.7% | +2.1% |
| 1Y | +3.7% | +50.4% | -46.7% | -4.8% |
| 3Y | +9.2% | +166.8% | -157.6% | -11.8% |
| 5Y | -15.7% | +92.9% | -108.6% | -28.7% |
| 10Y | +135.3% | +255.7% | -120.4% | +69.9% |
| All | +963.1% | +302.6% | +660.5% | +555.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling