+153.5%
NTAP vs AWK
+9.6%
+143.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.2% | +2.1% | +1.9% |
| 7D | +3.3% | +2.2% | +1.1% | +3.5% |
| 30D | -0.2% | +4.4% | -4.6% | +0.3% |
| 3M | +11.4% | +15.4% | -4.0% | +13.2% |
| 6M | +88.7% | +3.5% | +85.2% | +89.8% |
| YTD | +78.9% | +9.8% | +69.1% | +81.3% |
| 1Y | +58.8% | +3.0% | +55.8% | +59.8% |
| 3Y | +153.5% | +9.7% | +143.9% | +145.0% |
| All | +153.5% | +9.6% | +143.9% | +145.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling