+326.9%
NSC vs AWK
+126.2%
+200.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.2% | -0.4% |
| 7D | -1.5% | +2.2% | -3.7% | -2.4% |
| 30D | -1.9% | +4.4% | -6.4% | -3.7% |
| 3M | +6.2% | +15.4% | -9.1% | +0.1% |
| 6M | +9.2% | +3.5% | +5.7% | +7.2% |
| YTD | +15.0% | +9.8% | +5.2% | +10.1% |
| 1Y | +21.1% | +3.0% | +18.1% | +18.5% |
| 3Y | +78.6% | +9.7% | +68.9% | +66.1% |
| 5Y | +45.9% | -17.2% | +63.0% | +52.1% |
| 10Y | +326.9% | +126.1% | +200.8% | +219.3% |
| All | +326.9% | +126.2% | +200.7% | +219.3% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling