+999.2%
NTAP vs AWK
+969.7%
+29.5%
-63.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.2% |
| 7D | -0.8% | +1.7% | -2.5% | -1.3% |
| 30D | -0.5% | +5.6% | -6.1% | -2.4% |
| 3M | +4.1% | +15.9% | -11.8% | -1.2% |
| 6M | +88.0% | +4.6% | +83.4% | +84.0% |
| YTD | +75.6% | +10.1% | +65.5% | +68.6% |
| 1Y | +58.9% | +2.1% | +56.8% | +55.9% |
| 3Y | +153.6% | +9.8% | +143.7% | +134.8% |
| 5Y | +127.6% | -15.4% | +143.0% | +130.2% |
| 10Y | +580.4% | +129.4% | +451.0% | +337.3% |
| All | +999.2% | +969.7% | +29.5% | +198.2% |
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