-25.1%
NOW vs AWK
-2.4%
-22.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.4% | +0.2% | +1.4% |
| 7D | +0.3% | +0.1% | +0.1% | +0.2% |
| 30D | -27.0% | +14.3% | -41.2% | -28.8% |
| 3M | -19.6% | +10.3% | -29.9% | -21.1% |
| 6M | +17.5% | +18.9% | -1.5% | +13.7% |
| YTD | -33.3% | +17.7% | -51.0% | -35.6% |
| 1Y | -39.8% | +16.9% | -56.7% | -41.9% |
| 3Y | -19.9% | +32.2% | -52.1% | -32.3% |
| All | -25.1% | -2.4% | -22.7% | -21.8% |
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