+68.1%
NTAP vs AWK
+20.7%
+47.5%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.2% | -3.8% | -1.0% |
| 7D | -16.1% | +7.0% | -23.1% | -14.5% |
| 30D | -15.9% | +17.0% | -33.0% | -12.9% |
| 3M | -1.2% | +12.4% | -13.6% | +1.5% |
| 6M | +70.1% | +19.6% | +50.5% | +75.6% |
| YTD | +77.9% | +17.0% | +60.9% | +86.0% |
| 1Y | +68.1% | +20.0% | +48.1% | +74.4% |
| All | +68.1% | +20.7% | +47.5% | +74.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling