+2.1%
AWK vs NVMI
+53.9%
-51.8%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.5% | -5.6% | +0.5% |
| 7D | +1.7% | +6.6% | -4.9% | +2.5% |
| 30D | +5.6% | -7.5% | +13.1% | +4.8% |
| 3M | +15.9% | -28.5% | +44.4% | +12.4% |
| 6M | +4.6% | -15.7% | +20.3% | +4.0% |
| YTD | +10.1% | +13.3% | -3.3% | +13.8% |
| 1Y | +2.1% | +48.3% | -46.2% | +12.0% |
| All | +2.1% | +53.9% | -51.8% | +12.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NVMI.
Daily Out/Under-Performance
Portfolio return minus NVMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVMI 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 1y: compounded portfolio wealth divided by compounded NVMI 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…
1y analysis · Full analysis span regression · 6 months rolling