+504.6%
NOW vs AWK
+146.2%
+358.4%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +1.0% |
| 7D | -3.1% | +1.2% | -4.3% | -3.5% |
| 30D | -27.0% | +15.8% | -42.8% | -30.8% |
| 3M | -17.7% | +11.0% | -28.7% | -20.9% |
| 6M | +12.7% | +21.0% | -8.3% | +4.9% |
| YTD | -32.9% | +16.7% | -49.6% | -37.3% |
| 1Y | -40.4% | +17.2% | -57.5% | -44.5% |
| 3Y | -17.1% | +29.2% | -46.3% | -30.4% |
| 5Y | -25.7% | -2.3% | -23.4% | -28.1% |
| 10Y | +504.6% | +150.5% | +354.1% | +325.6% |
| All | +504.6% | +146.2% | +358.4% | +325.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling