+302.5%
NSC vs AWK
+146.2%
+156.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.7% | +2.5% | +2.1% |
| 7D | -5.4% | +1.2% | -6.6% | -5.8% |
| 30D | +2.9% | +15.8% | -12.8% | -2.9% |
| 3M | -2.2% | +11.0% | -13.2% | -6.3% |
| 6M | +5.3% | +21.0% | -15.7% | -2.8% |
| YTD | +14.8% | +16.7% | -2.0% | +7.1% |
| 1Y | +16.6% | +17.2% | -0.6% | +8.5% |
| 3Y | +78.6% | +29.2% | +49.4% | +54.6% |
| 5Y | +27.2% | -2.3% | +29.5% | +23.4% |
| 10Y | +302.5% | +150.5% | +152.0% | +208.3% |
| All | +302.5% | +146.2% | +156.3% | +208.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling