+18.3%
AWK vs NXT
-4.9%
+23.1%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.2% | -0.4% |
| 7D | 0.0% | -5.7% | +5.7% | -0.3% |
| 30D | +15.5% | +18.5% | -3.0% | +16.8% |
| 3M | +10.0% | -4.1% | +14.1% | +9.7% |
| 6M | +20.4% | -20.3% | +40.7% | +19.5% |
| YTD | +17.1% | +15.5% | +1.6% | +18.5% |
| 1Y | +18.3% | -5.0% | +23.2% | +17.7% |
| All | +18.3% | -4.9% | +23.1% | +17.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NXT.
Daily Out/Under-Performance
Portfolio return minus NXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NXT 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 NXT 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