+1,101.8%
NBIS vs AWK
+4.0%
+1,097.8%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.5% |
| 7D | +17.8% | +0.6% | +17.2% | +18.7% |
| 30D | +30.5% | +4.3% | +26.3% | +39.4% |
| 3M | +9.2% | +12.5% | -3.3% | +32.3% |
| 6M | +153.2% | +3.3% | +149.9% | +179.9% |
| YTD | +187.1% | +9.8% | +177.4% | +240.5% |
| 1Y | +151.1% | +2.9% | +148.2% | +174.2% |
| All | +1,101.8% | +4.0% | +1,097.8% | +1,842.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling