+328.9%
NSC vs AWK
+126.7%
+202.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.6% |
| 7D | -5.5% | +1.7% | -7.2% | -6.2% |
| 30D | -3.2% | +5.6% | -8.8% | -5.3% |
| 3M | +7.7% | +15.9% | -8.2% | +1.3% |
| 6M | +4.5% | +4.6% | -0.1% | +2.2% |
| YTD | +15.6% | +10.1% | +5.5% | +10.5% |
| 1Y | +19.8% | +2.1% | +17.7% | +17.7% |
| 3Y | +70.1% | +9.8% | +60.3% | +58.1% |
| 5Y | +46.1% | -15.4% | +61.5% | +50.8% |
| All | +328.9% | +126.7% | +202.2% | +220.5% |
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