-52.9%
NVO vs AWK
+7.8%
-60.7%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.5% | -0.6% | -2.2% |
| 7D | -7.6% | -2.1% | -5.4% | -7.6% |
| 30D | -6.0% | +2.1% | -8.0% | -5.9% |
| 3M | -0.8% | +11.4% | -12.1% | -0.2% |
| 6M | +16.5% | +3.9% | +12.5% | +16.6% |
| YTD | -11.1% | +7.7% | -18.8% | -10.8% |
| 1Y | -16.7% | +1.3% | -18.0% | -16.5% |
| 3Y | -52.9% | +7.2% | -60.1% | -51.2% |
| All | -52.9% | +7.8% | -60.7% | -51.2% |
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