-50.3%
NVTS vs AWK
+19.2%
-69.5%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -0.8% | -4.3% | -6.6% |
| 7D | +21.6% | -2.6% | +24.2% | +16.0% |
| 30D | -8.5% | +14.2% | -22.7% | +19.6% |
| 3M | -31.4% | +10.0% | -41.4% | -15.8% |
| 6M | -50.3% | +17.1% | -67.4% | -26.0% |
| All | -50.3% | +19.2% | -69.5% | -26.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling