+504.4%
NOW vs AWK
+152.1%
+352.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.4% | -0.7% | -1.6% |
| 7D | -1.7% | -3.2% | +1.5% | -0.6% |
| 30D | -27.4% | +13.5% | -40.9% | -30.7% |
| 3M | -19.4% | +9.4% | -28.8% | -22.1% |
| 6M | +13.1% | +16.4% | -3.3% | +6.7% |
| YTD | -34.3% | +15.4% | -49.7% | -38.3% |
| 1Y | -41.8% | +16.8% | -58.6% | -45.7% |
| 3Y | -20.7% | +28.6% | -49.3% | -33.3% |
| 5Y | -27.2% | -4.1% | -23.1% | -29.0% |
| All | +504.4% | +152.1% | +352.3% | +331.0% |
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