-12.9%
NVTS vs AWK
-10.5%
-2.4%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.3% | -3.5% | -3.9% |
| 7D | +0.5% | -0.7% | +1.2% | +0.4% |
| 30D | -18.0% | +2.8% | -20.8% | -17.7% |
| 3M | -45.6% | +11.3% | -56.9% | -45.1% |
| 6M | +28.5% | +6.7% | +21.7% | +29.9% |
| YTD | +56.2% | +9.4% | +46.8% | +57.6% |
| 1Y | +97.7% | +3.7% | +94.0% | +101.0% |
| 3Y | +35.0% | +9.2% | +25.8% | +26.2% |
| All | -12.9% | -10.5% | -2.4% | -8.9% |
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