+120.2%
NEM vs AWK
-2.4%
+122.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.4% | -0.9% | 0.0% |
| 7D | -6.4% | +0.1% | -6.6% | -6.5% |
| 30D | +1.4% | +14.3% | -12.8% | -3.1% |
| 3M | -0.7% | +10.3% | -11.0% | -4.1% |
| 6M | -4.5% | +18.9% | -23.4% | -10.5% |
| YTD | +14.0% | +17.7% | -3.7% | +6.5% |
| 1Y | +27.3% | +16.9% | +10.4% | +19.1% |
| 3Y | +250.5% | +32.2% | +218.3% | +202.9% |
| All | +120.2% | -2.4% | +122.6% | +114.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling