+944.7%
NTAP vs AWK
+1,043.1%
-98.4%
-63.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.3% |
| 7D | -7.8% | +2.7% | -10.4% | -8.6% |
| 30D | -25.8% | +16.7% | -42.5% | -29.6% |
| 3M | -11.2% | +11.7% | -23.0% | -14.8% |
| 6M | +49.9% | +21.9% | +28.0% | +39.4% |
| YTD | +66.9% | +17.6% | +49.3% | +56.2% |
| 1Y | +58.8% | +19.8% | +39.0% | +47.6% |
| 3Y | +140.8% | +31.0% | +109.8% | +108.5% |
| 5Y | +115.0% | -3.0% | +118.0% | +106.3% |
| 10Y | +570.8% | +156.8% | +414.0% | +311.7% |
| All | +944.7% | +1,043.1% | -98.4% | +176.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling