+56.7%
NOC vs AWK
-16.7%
+73.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.5% | -0.6% |
| 7D | -1.6% | +0.6% | -2.2% | -1.7% |
| 30D | -10.4% | +4.3% | -14.7% | -11.4% |
| 3M | -5.6% | +12.5% | -18.1% | -8.6% |
| 6M | -30.4% | +3.3% | -33.7% | -31.1% |
| YTD | -8.5% | +9.8% | -18.2% | -11.0% |
| 1Y | -8.3% | +2.9% | -11.2% | -9.5% |
| 3Y | +28.2% | +9.6% | +18.6% | +23.4% |
| 5Y | +56.7% | -16.7% | +73.4% | +56.9% |
| All | +56.7% | -16.7% | +73.5% | +56.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling