+115.0%
NTAP vs AWK
-1.3%
+116.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.1% |
| 7D | -7.8% | +2.7% | -10.4% | -7.8% |
| 30D | -25.8% | +16.7% | -42.5% | -26.2% |
| 3M | -11.2% | +11.7% | -23.0% | -11.7% |
| 6M | +49.9% | +21.9% | +28.0% | +48.2% |
| YTD | +66.9% | +17.6% | +49.3% | +65.3% |
| 1Y | +58.8% | +19.8% | +39.0% | +57.0% |
| 3Y | +140.8% | +31.0% | +109.8% | +125.3% |
| 5Y | +115.0% | -3.0% | +118.0% | +107.3% |
| All | +115.0% | -1.3% | +116.3% | +107.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling