+48.4%
NU vs AWK
-11.7%
+60.1%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | 0.0% | -0.2% |
| 7D | +6.0% | +2.2% | +3.8% | +5.6% |
| 30D | +10.8% | +4.4% | +6.3% | +9.9% |
| 3M | +32.2% | +15.4% | +16.8% | +28.4% |
| 6M | +5.1% | +3.5% | +1.6% | +4.2% |
| YTD | -8.4% | +9.8% | -18.2% | -10.7% |
| 1Y | +0.7% | +3.0% | -2.3% | -0.3% |
| 3Y | +125.1% | +9.7% | +115.5% | +110.2% |
| All | +48.4% | -11.7% | +60.1% | +33.4% |
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