+22.9%
NVDL vs AWK
+3.6%
+19.3%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.3% | -4.4% | -5.1% |
| 7D | -8.7% | -0.7% | -7.9% | -9.5% |
| 30D | -1.3% | +2.8% | -4.1% | +2.3% |
| 3M | +11.4% | +11.3% | 0.0% | +27.4% |
| 6M | +22.9% | +6.7% | +16.2% | +39.6% |
| All | +22.9% | +3.6% | +19.3% | +39.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling