+248.8%
NBIS vs AWK
+1.8%
+247.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -0.1% | +7.6% | +7.3% |
| 7D | +8.2% | +1.7% | +6.5% | +10.3% |
| 30D | +3.4% | +5.6% | -2.2% | +10.8% |
| 3M | -12.8% | +15.9% | -28.7% | +2.3% |
| 6M | +131.5% | +4.6% | +127.0% | +158.0% |
| YTD | +170.5% | +10.1% | +160.4% | +208.4% |
| 1Y | +248.8% | +2.1% | +246.7% | +285.7% |
| All | +248.8% | +1.8% | +247.0% | +285.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AWK.
Daily Out/Under-Performance
Portfolio return minus AWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AWK 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 AWK 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