+1,924.6%
NOW vs AWK
+490.5%
+1,434.1%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.8% | -3.8% | -3.3% |
| 7D | -8.7% | +2.7% | -11.4% | -9.6% |
| 30D | -29.3% | +16.7% | -46.0% | -32.9% |
| 3M | -21.8% | +11.7% | -33.6% | -24.8% |
| 6M | +9.2% | +21.9% | -12.7% | +1.9% |
| YTD | -35.0% | +17.6% | -52.6% | -39.0% |
| 1Y | -42.5% | +19.8% | -62.3% | -46.5% |
| 3Y | -21.5% | +31.0% | -52.5% | -33.1% |
| 5Y | -25.8% | -3.0% | -22.8% | -27.9% |
| 10Y | +506.3% | +156.8% | +349.6% | +342.5% |
| All | +1,924.6% | +490.5% | +1,434.1% | +1,000.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling