+97.7%
NVTS vs AWK
+2.5%
+95.2%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.3% | -3.5% | -4.3% |
| 7D | +0.5% | -0.7% | +1.2% | -0.5% |
| 30D | -18.0% | +2.8% | -20.8% | -14.7% |
| 3M | -45.6% | +11.3% | -56.9% | -36.8% |
| 6M | +28.5% | +6.7% | +21.7% | +47.4% |
| YTD | +56.2% | +9.4% | +46.8% | +85.3% |
| 1Y | +97.7% | +3.7% | +94.0% | +156.1% |
| All | +97.7% | +2.5% | +95.2% | +156.1% |
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