+1,034.6%
NI vs AWK
+969.7%
+65.0%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.6% |
| 7D | +2.0% | +1.7% | +0.3% | +1.0% |
| 30D | -3.5% | +5.6% | -9.1% | -6.7% |
| 3M | -9.1% | +15.9% | -25.0% | -17.1% |
| 6M | -11.8% | +4.6% | -16.4% | -14.7% |
| YTD | +1.1% | +10.1% | -9.0% | -5.4% |
| 1Y | +6.7% | +2.1% | +4.6% | +3.9% |
| 3Y | +71.1% | +9.8% | +61.2% | +55.5% |
| 5Y | +94.3% | -15.4% | +109.7% | +105.1% |
| 10Y | +135.8% | +129.4% | +6.4% | +36.5% |
| All | +1,034.6% | +969.7% | +65.0% | +187.8% |
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