+9.7%
AWK vs NXT
+100.2%
-90.5%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.4% | -0.2% |
| 7D | +2.2% | +2.9% | -0.7% | +2.2% |
| 30D | +4.4% | -17.2% | +21.7% | +4.3% |
| 3M | +15.4% | -32.0% | +47.4% | +15.2% |
| 6M | +3.5% | -15.8% | +19.3% | +3.2% |
| YTD | +9.8% | -1.9% | +11.7% | +9.0% |
| 1Y | +3.0% | +22.5% | -19.5% | +1.6% |
| 3Y | +9.7% | +100.5% | -90.9% | -1.3% |
| All | +9.7% | +100.2% | -90.5% | -1.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling