+649.9%
NVDL vs AWK
+7.8%
+642.1%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.4% | -2.0% |
| 7D | -10.3% | -2.1% | -8.2% | -12.6% |
| 30D | -7.1% | +2.1% | -9.2% | -4.4% |
| 3M | +6.6% | +11.4% | -4.8% | +23.2% |
| 6M | +21.1% | +3.9% | +17.1% | +30.6% |
| YTD | +15.2% | +7.7% | +7.5% | +30.9% |
| 1Y | +18.8% | +1.3% | +17.5% | +28.3% |
| 3Y | +649.9% | +7.2% | +642.7% | +962.8% |
| All | +649.9% | +7.8% | +642.1% | +962.8% |
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