-50.2%
NOK vs AWK
+1,044.2%
-1,094.4%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.4% | -3.9% | -3.0% |
| 7D | +5.4% | +0.1% | +5.2% | +5.3% |
| 30D | -14.1% | +14.3% | -28.4% | -18.3% |
| 3M | -23.6% | +10.3% | -33.9% | -26.6% |
| 6M | -45.1% | +18.9% | -64.1% | -49.2% |
| YTD | +24.7% | +17.7% | +7.0% | +15.3% |
| 1Y | +19.0% | +16.9% | +2.2% | +10.2% |
| 3Y | +147.0% | +32.2% | +114.8% | +112.4% |
| 5Y | +58.2% | -2.2% | +60.3% | +51.4% |
| 10Y | +122.3% | +156.1% | -33.9% | +27.8% |
| All | -50.2% | +1,044.2% | -1,094.4% | -88.5% |
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