-7.8%
NVTS vs AWK
-10.0%
+2.1%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.1% | +6.4% | +6.3% |
| 7D | +2.7% | +1.7% | +1.0% | +2.9% |
| 30D | -4.5% | +5.6% | -10.0% | -3.8% |
| 3M | -61.5% | +15.9% | -77.4% | -61.1% |
| 6M | +28.0% | +4.6% | +23.4% | +29.7% |
| YTD | +65.3% | +10.1% | +55.2% | +67.0% |
| 1Y | +113.0% | +2.1% | +110.9% | +117.3% |
| 3Y | +34.7% | +9.8% | +24.9% | +26.0% |
| All | -7.8% | -10.0% | +2.1% | -3.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling