+589.7%
NTAP vs AWK
+128.1%
+461.6%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | 0.0% | -2.3% | -2.3% |
| 7D | +2.2% | +0.6% | +1.6% | +2.1% |
| 30D | -7.0% | +4.3% | -11.3% | -8.0% |
| 3M | +12.3% | +12.5% | -0.2% | +8.9% |
| 6M | +85.1% | +3.3% | +81.8% | +82.9% |
| YTD | +74.8% | +9.8% | +65.0% | +69.8% |
| 1Y | +52.7% | +2.9% | +49.8% | +50.4% |
| 3Y | +147.7% | +9.6% | +138.0% | +133.2% |
| 5Y | +124.8% | -16.7% | +141.4% | +130.7% |
| 10Y | +589.7% | +136.1% | +453.6% | +403.2% |
| All | +589.7% | +128.1% | +461.6% | +403.2% |
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