+767.4%
NSC vs AWK
+1,037.8%
-270.4%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +1.0% |
| 7D | -3.5% | 0.0% | -3.6% | -3.6% |
| 30D | +3.9% | +15.5% | -11.6% | -2.2% |
| 3M | -0.8% | +10.0% | -10.8% | -4.9% |
| 6M | +7.1% | +20.4% | -13.3% | -1.3% |
| YTD | +16.4% | +17.1% | -0.6% | +8.1% |
| 1Y | +16.9% | +18.3% | -1.3% | +8.0% |
| 3Y | +78.4% | +30.4% | +48.0% | +53.5% |
| 5Y | +33.1% | -2.7% | +35.8% | +28.9% |
| 10Y | +299.9% | +154.7% | +145.2% | +145.5% |
| All | +767.4% | +1,037.8% | -270.4% | +144.4% |
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