+987.0%
NTAP vs AWK
+1,037.8%
-50.8%
-63.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.5% | +4.5% | +4.2% |
| 7D | -2.4% | 0.0% | -2.4% | -2.5% |
| 30D | -23.4% | +15.5% | -39.0% | -27.1% |
| 3M | -7.5% | +10.0% | -17.5% | -10.8% |
| 6M | +56.4% | +20.4% | +36.0% | +45.9% |
| YTD | +73.6% | +17.1% | +56.6% | +62.7% |
| 1Y | +68.4% | +18.3% | +50.1% | +57.1% |
| 3Y | +150.6% | +30.4% | +120.2% | +117.3% |
| 5Y | +122.5% | -2.7% | +125.1% | +113.0% |
| 10Y | +589.7% | +154.7% | +435.0% | +324.5% |
| All | +987.0% | +1,037.8% | -50.8% | +187.8% |
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 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