+136.7%
NTAP vs AWK
-15.0%
+151.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.2% | +2.1% | +1.9% |
| 7D | +3.3% | +2.2% | +1.1% | +3.1% |
| 30D | -0.2% | +4.4% | -4.6% | -0.5% |
| 3M | +11.4% | +15.4% | -4.0% | +10.2% |
| 6M | +88.7% | +3.5% | +85.2% | +88.1% |
| YTD | +78.9% | +9.8% | +69.1% | +77.5% |
| 1Y | +58.8% | +3.0% | +55.8% | +58.3% |
| 3Y | +153.5% | +9.7% | +143.9% | +145.6% |
| 5Y | +136.7% | -17.2% | +153.9% | +134.8% |
| All | +136.7% | -15.0% | +151.8% | +134.8% |
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