-8.2%
NVO vs AWK
+20.7%
-28.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +2.2% | +2.8% | +4.8% |
| 7D | +10.2% | +7.0% | +3.1% | +9.9% |
| 30D | +12.4% | +17.0% | -4.7% | +12.2% |
| 3M | -3.5% | +12.4% | -15.9% | -3.5% |
| 6M | -3.8% | +19.6% | -23.4% | -2.2% |
| YTD | -13.0% | +17.0% | -30.0% | -11.4% |
| 1Y | -8.2% | +20.0% | -28.2% | -6.8% |
| All | -8.2% | +20.7% | -28.9% | -6.8% |
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 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