+147.0%
NOK vs AWK
+31.5%
+115.5%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.4% | -3.9% | -2.2% |
| 7D | +5.4% | +0.1% | +5.2% | +5.4% |
| 30D | -14.1% | +14.3% | -28.4% | -11.8% |
| 3M | -23.6% | +10.3% | -33.9% | -21.8% |
| 6M | -45.1% | +18.9% | -64.1% | -43.6% |
| YTD | +24.7% | +17.7% | +7.0% | +28.6% |
| 1Y | +19.0% | +16.9% | +2.2% | +22.7% |
| 3Y | +147.0% | +32.2% | +114.8% | +133.4% |
| All | +147.0% | +31.5% | +115.5% | +133.4% |
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