-9.7%
NOC vs AWK
+1.8%
-11.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.1% | -2.4% | -2.5% |
| 7D | -5.2% | +1.7% | -6.9% | -5.5% |
| 30D | -7.2% | +5.6% | -12.8% | -8.3% |
| 3M | -5.1% | +15.9% | -21.0% | -8.0% |
| 6M | -31.1% | +4.6% | -35.6% | -31.8% |
| YTD | -8.6% | +10.1% | -18.6% | -10.5% |
| 1Y | -9.7% | +2.1% | -11.8% | -10.6% |
| All | -9.7% | +1.8% | -11.5% | -10.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling