+113.0%
NVTS vs AWK
+1.8%
+111.2%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.1% | +6.4% | +6.1% |
| 7D | +2.7% | +1.7% | +1.0% | +4.7% |
| 30D | -4.5% | +5.6% | -10.0% | +2.3% |
| 3M | -61.5% | +15.9% | -77.4% | -53.8% |
| 6M | +28.0% | +4.6% | +23.4% | +45.4% |
| YTD | +65.3% | +10.1% | +55.2% | +96.4% |
| 1Y | +113.0% | +2.1% | +110.9% | +180.6% |
| All | +113.0% | +1.8% | +111.2% | +180.6% |
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 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