+17.0%
AWK vs NVD
-98.5%
+115.5%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.9% | -2.5% | +1.1% |
| 7D | +0.1% | +28.6% | -28.5% | -1.9% |
| 30D | +14.3% | +73.6% | -59.4% | +9.2% |
| 3M | +10.3% | +70.1% | -59.8% | +5.3% |
| 6M | +18.9% | +53.6% | -34.6% | +13.9% |
| YTD | +17.7% | -7.0% | +24.7% | +16.1% |
| 1Y | +16.9% | -9.0% | +25.8% | +15.2% |
| 3Y | +32.2% | -98.3% | +130.5% | +37.2% |
| All | +17.0% | -98.5% | +115.5% | +19.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 NVD 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