+98.1%
NU vs AWK
+7.8%
+90.3%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.5% | -1.1% | -2.9% |
| 7D | -4.9% | -2.1% | -2.7% | -5.2% |
| 30D | +7.8% | +2.1% | +5.8% | +8.2% |
| 3M | +20.9% | +11.4% | +9.6% | +23.3% |
| 6M | +0.9% | +3.9% | -3.0% | +1.9% |
| YTD | -12.7% | +7.7% | -20.4% | -11.2% |
| 1Y | -6.4% | +1.3% | -7.7% | -5.4% |
| 3Y | +98.1% | +7.2% | +90.9% | +103.8% |
| All | +98.1% | +7.8% | +90.3% | +103.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling