+4.3%
NEE vs AWK
+19.4%
-15.2%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.6% | -0.8% |
| 7D | -2.1% | +0.1% | -2.2% | -2.2% |
| 30D | +8.6% | +14.3% | -5.7% | +3.0% |
| 3M | -0.3% | +10.3% | -10.6% | -4.3% |
| 6M | -8.9% | +18.9% | -27.9% | -15.2% |
| YTD | +8.3% | +17.7% | -9.4% | +1.0% |
| 1Y | +4.3% | +16.9% | -12.6% | -2.6% |
| All | +4.3% | +19.4% | -15.2% | -2.6% |
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 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