+40.6%
NVDL vs AWK
+1.8%
+38.8%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.8% | +1.5% |
| 7D | +11.7% | +1.7% | +9.9% | +13.8% |
| 30D | +7.8% | +5.6% | +2.3% | +15.5% |
| 3M | +3.3% | +15.9% | -12.6% | +25.5% |
| 6M | +38.9% | +4.6% | +34.3% | +51.5% |
| YTD | +28.5% | +10.1% | +18.4% | +49.8% |
| 1Y | +40.6% | +2.1% | +38.5% | +51.7% |
| All | +40.6% | +1.8% | +38.8% | +51.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling