+1,022.8%
NBIS vs AWK
+2.0%
+1,020.7%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.5% | 0.0% | -3.7% |
| 7D | -0.8% | -2.1% | +1.3% | -3.7% |
| 30D | -13.4% | +2.1% | -15.4% | -10.4% |
| 3M | +1.0% | +11.4% | -10.3% | +20.3% |
| 6M | +100.5% | +3.9% | +96.6% | +123.0% |
| YTD | +168.3% | +7.7% | +160.6% | +209.8% |
| 1Y | +151.8% | +1.3% | +150.5% | +169.0% |
| All | +1,022.8% | +2.0% | +1,020.7% | +1,666.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling