+28.0%
NU vs AWK
-5.4%
+33.3%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | +1.4% | +10.4% | +11.5% |
| 7D | +9.9% | +0.1% | +9.8% | +9.9% |
| 30D | -11.5% | +14.3% | -25.7% | -13.5% |
| 3M | -5.1% | +10.3% | -15.4% | -6.8% |
| 6M | +3.1% | +18.9% | -15.8% | -0.3% |
| YTD | -21.0% | +17.7% | -38.7% | -23.9% |
| 1Y | -15.2% | +16.9% | -32.1% | -18.2% |
| 3Y | +56.4% | +32.2% | +24.3% | +33.3% |
| All | +28.0% | -5.4% | +33.3% | +13.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling