+189.8%
NOC vs AWK
+135.6%
+54.2%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +0.8% |
| 7D | -1.8% | -0.7% | -1.0% | -1.5% |
| 30D | -9.4% | +2.8% | -12.2% | -10.3% |
| 3M | -3.8% | +11.3% | -15.2% | -7.6% |
| 6M | -28.8% | +6.7% | -35.5% | -30.6% |
| YTD | -7.9% | +9.4% | -17.3% | -11.2% |
| 1Y | -9.0% | +3.7% | -12.8% | -10.9% |
| 3Y | +29.1% | +9.2% | +19.8% | +22.0% |
| 5Y | +58.9% | -15.7% | +74.7% | +64.2% |
| All | +189.8% | +135.6% | +54.2% | +120.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling