+115.1%
NOK vs AWK
-17.6%
+132.7%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -1.5% | +6.3% | +5.0% |
| 7D | +11.0% | -2.1% | +13.1% | +11.3% |
| 30D | +7.8% | +2.1% | +5.8% | +7.5% |
| 3M | -21.0% | +11.4% | -32.4% | -22.8% |
| 6M | +40.9% | +3.9% | +37.0% | +39.5% |
| YTD | +72.0% | +7.7% | +64.3% | +68.6% |
| 1Y | +140.9% | +1.3% | +139.6% | +139.6% |
| 3Y | +194.3% | +7.2% | +187.1% | +180.9% |
| All | +115.1% | -17.6% | +132.7% | +108.2% |
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