+751.7%
NEE vs AWK
+969.7%
-218.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | +1.9% | +1.7% | +0.2% | +0.9% |
| 30D | -2.2% | +5.6% | -7.7% | -5.5% |
| 3M | -1.2% | +15.9% | -17.0% | -10.1% |
| 6M | -8.6% | +4.6% | -13.1% | -11.7% |
| YTD | +6.2% | +10.1% | -3.9% | -0.9% |
| 1Y | +21.1% | +2.1% | +19.0% | +17.7% |
| 3Y | +36.4% | +9.8% | +26.5% | +25.7% |
| 5Y | +11.4% | -15.4% | +26.7% | +19.7% |
| 10Y | +250.0% | +129.4% | +120.6% | +115.3% |
| All | +751.7% | +969.7% | -218.0% | +131.9% |
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 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