+2,622.7%
NVDL vs AWK
-4.2%
+2,627.0%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | -0.8% | +0.6% | -1.4% | -0.3% |
| 30D | +3.4% | +4.3% | -0.9% | +8.3% |
| 3M | +8.1% | +12.5% | -4.4% | +23.4% |
| 6M | +31.9% | +3.3% | +28.6% | +40.2% |
| YTD | +21.1% | +9.8% | +11.3% | +37.6% |
| 1Y | +34.0% | +2.9% | +31.1% | +46.4% |
| 3Y | +677.9% | +9.6% | +668.3% | +934.9% |
| All | +2,622.7% | -4.2% | +2,627.0% | +3,921.6% |
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 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