+9.6%
AWK vs NXT
+229.3%
-219.7%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.8% | +5.6% | +0.7% |
| 7D | +2.7% | +4.0% | -1.3% | +2.7% |
| 30D | +16.7% | +15.9% | +0.7% | +16.7% |
| 3M | +11.7% | -3.0% | +14.7% | +11.7% |
| 6M | +21.9% | -20.7% | +42.6% | +21.9% |
| YTD | +17.6% | +14.6% | +3.0% | +16.8% |
| 1Y | +19.8% | -7.1% | +26.9% | +19.4% |
| 3Y | +31.0% | +189.4% | -158.4% | +21.3% |
| All | +9.6% | +229.3% | -219.7% | +3.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling