+880.8%
NVO vs AWK
+963.1%
-82.3%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.1% |
| 7D | -7.4% | -0.7% | -6.6% | -7.2% |
| 30D | -5.5% | +2.8% | -8.3% | -6.2% |
| 3M | +4.1% | +11.3% | -7.2% | +1.2% |
| 6M | +19.3% | +6.7% | +12.6% | +16.9% |
| YTD | -9.2% | +9.4% | -18.6% | -11.9% |
| 1Y | -15.0% | +3.7% | -18.7% | -16.6% |
| 3Y | -50.9% | +9.2% | -60.1% | -53.4% |
| 5Y | -0.9% | -15.7% | +14.9% | +0.8% |
| 10Y | +152.4% | +135.3% | +17.2% | +79.8% |
| All | +880.8% | +963.1% | -82.3% | +304.0% |
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