+41.5%
NU vs AWK
-13.4%
+54.9%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.5% | -1.1% | -2.4% |
| 7D | -4.9% | -2.1% | -2.7% | -4.5% |
| 30D | +7.8% | +2.1% | +5.8% | +7.4% |
| 3M | +20.9% | +11.4% | +9.6% | +18.3% |
| 6M | +0.9% | +3.9% | -3.0% | -0.1% |
| YTD | -12.7% | +7.7% | -20.4% | -14.5% |
| 1Y | -6.4% | +1.3% | -7.7% | -7.1% |
| 3Y | +98.1% | +7.2% | +90.9% | +86.1% |
| All | +41.5% | -13.4% | +54.9% | +27.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling