+28.3%
NOC vs AWK
+9.9%
+18.4%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.8% |
| 7D | -2.7% | +2.2% | -4.9% | -3.2% |
| 30D | -8.9% | +4.4% | -13.3% | -9.8% |
| 3M | -3.7% | +15.4% | -19.0% | -6.8% |
| 6M | -30.8% | +3.5% | -34.3% | -31.5% |
| YTD | -7.9% | +9.8% | -17.7% | -10.1% |
| 1Y | -9.4% | +3.0% | -12.4% | -10.4% |
| All | +28.3% | +9.9% | +18.4% | +30.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling