+730.1%
NVT vs AWK
+96.3%
+633.8%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | 0.0% | -2.4% | -2.5% |
| 7D | +7.0% | +0.6% | +6.4% | +6.9% |
| 30D | -2.3% | +4.3% | -6.6% | -3.0% |
| 3M | -3.1% | +12.5% | -15.6% | -5.5% |
| 6M | +47.0% | +3.3% | +43.7% | +45.5% |
| YTD | +56.2% | +9.8% | +46.4% | +52.3% |
| 1Y | +74.5% | +2.9% | +71.6% | +72.1% |
| 3Y | +184.0% | +9.6% | +174.4% | +167.3% |
| 5Y | +410.8% | -16.7% | +427.4% | +424.7% |
| All | +730.1% | +96.3% | +633.8% | +657.4% |
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