+323.1%
NEM vs AWK
+969.7%
-646.6%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.1% | -1.7% | -1.7% |
| 7D | +0.3% | +1.7% | -1.4% | -0.3% |
| 30D | +23.1% | +5.6% | +17.5% | +20.5% |
| 3M | +18.5% | +15.9% | +2.6% | +11.4% |
| 6M | +7.8% | +4.6% | +3.2% | +5.1% |
| YTD | +29.1% | +10.1% | +19.1% | +22.9% |
| 1Y | +72.7% | +2.1% | +70.6% | +68.7% |
| 3Y | +248.7% | +9.8% | +238.9% | +227.4% |
| 5Y | +148.7% | -15.4% | +164.0% | +155.5% |
| 10Y | +304.8% | +129.4% | +175.4% | +165.1% |
| All | +323.1% | +969.7% | -646.6% | +25.0% |
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