-26.4%
NOW vs AWK
-1.1%
-25.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | -0.2% |
| 7D | -3.0% | +4.1% | -7.1% | -3.7% |
| 30D | -26.0% | +18.0% | -44.0% | -28.3% |
| 3M | -13.1% | +12.2% | -25.3% | -15.0% |
| 6M | +14.5% | +21.2% | -6.7% | +10.5% |
| YTD | -33.4% | +17.6% | -51.0% | -35.7% |
| 1Y | -40.6% | +19.2% | -59.9% | -42.9% |
| 3Y | -16.3% | +26.7% | -43.0% | -27.0% |
| All | -26.4% | -1.1% | -25.3% | -25.1% |
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