+736.0%
NSC vs AWK
+1,042.6%
-306.6%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.4% | -1.4% | -2.2% |
| 7D | -6.6% | +4.1% | -10.7% | -8.2% |
| 30D | +2.2% | +18.0% | -15.8% | -4.7% |
| 3M | -6.2% | +12.2% | -18.4% | -10.8% |
| 6M | +1.7% | +21.2% | -19.6% | -6.6% |
| YTD | +12.2% | +17.6% | -5.3% | +4.0% |
| 1Y | +15.4% | +19.2% | -3.8% | +6.2% |
| 3Y | +73.3% | +26.7% | +46.6% | +51.1% |
| 5Y | +24.7% | -1.3% | +26.0% | +20.0% |
| 10Y | +324.5% | +159.7% | +164.8% | +158.4% |
| All | +736.0% | +1,042.6% | -306.6% | +135.1% |
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