-34.3%
NOK vs AWK
+967.2%
-1,001.6%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.2% | +6.4% | +6.3% |
| 7D | +7.3% | +2.2% | +5.1% | +6.5% |
| 30D | +13.8% | +4.4% | +9.3% | +11.9% |
| 3M | -27.0% | +15.4% | -42.4% | -31.2% |
| 6M | +37.6% | +3.5% | +34.1% | +34.4% |
| YTD | +64.6% | +9.8% | +54.8% | +56.7% |
| 1Y | +132.0% | +3.0% | +129.0% | +125.3% |
| 3Y | +183.7% | +9.7% | +174.0% | +163.1% |
| 5Y | +101.3% | -17.2% | +118.4% | +105.8% |
| 10Y | +122.4% | +126.1% | -3.7% | +35.4% |
| All | -34.3% | +967.2% | -1,001.6% | -84.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling