+6.8%
NOW vs AWK
-15.4%
+22.2%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.1% | -2.8% | -2.9% |
| 7D | -2.4% | +1.7% | -4.1% | -2.7% |
| 30D | +20.5% | +5.6% | +14.9% | +19.3% |
| 3M | +18.3% | +15.9% | +2.5% | +15.2% |
| 6M | +24.1% | +4.6% | +19.5% | +22.9% |
| YTD | -7.8% | +10.1% | -17.8% | -9.8% |
| 1Y | -21.4% | +2.1% | -23.5% | -21.9% |
| 3Y | +19.5% | +9.8% | +9.7% | +11.4% |
| All | +6.8% | -15.4% | +22.2% | +12.8% |
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