-48.5%
NVTS vs AWK
-3.7%
-44.8%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -0.8% | -4.3% | -5.2% |
| 7D | +21.6% | -2.6% | +24.2% | +21.1% |
| 30D | -8.5% | +14.2% | -22.7% | -6.5% |
| 3M | -31.4% | +10.0% | -41.4% | -30.1% |
| 6M | -50.3% | +17.1% | -67.4% | -49.2% |
| YTD | +33.9% | +16.1% | +17.8% | +36.9% |
| 1Y | +10.6% | +17.5% | -6.9% | +12.8% |
| 3Y | +52.7% | +29.3% | +23.4% | +34.8% |
| 5Y | -48.5% | -3.5% | -45.0% | -43.9% |
| All | -48.5% | -3.7% | -44.8% | -43.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling