+966.9%
AWK vs NVMI
+24,019.4%
-23,052.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.8% | 0.0% |
| 7D | +0.6% | +6.9% | -6.3% | +0.3% |
| 30D | +4.3% | -2.8% | +7.1% | +4.4% |
| 3M | +12.5% | -27.3% | +39.9% | +13.6% |
| 6M | +3.3% | -13.7% | +17.0% | +3.3% |
| YTD | +9.8% | +13.8% | -4.1% | +8.2% |
| 1Y | +2.9% | +34.9% | -32.0% | +0.4% |
| 3Y | +9.6% | +213.5% | -203.9% | +0.1% |
| 5Y | -16.7% | +272.5% | -289.1% | -25.3% |
| 10Y | +136.1% | +3,142.4% | -3,006.3% | +87.1% |
| All | +966.9% | +24,019.4% | -23,052.5% | +661.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling