+768.9%
NEE vs AWK
+1,044.2%
-275.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.6% | -1.0% |
| 7D | -2.1% | +0.1% | -2.2% | -2.2% |
| 30D | +8.6% | +14.3% | -5.7% | 0.0% |
| 3M | -0.3% | +10.3% | -10.6% | -6.3% |
| 6M | -8.9% | +18.9% | -27.9% | -18.6% |
| YTD | +8.3% | +17.7% | -9.4% | -3.0% |
| 1Y | +4.3% | +16.9% | -12.6% | -6.4% |
| 3Y | +70.7% | +32.2% | +38.6% | +40.1% |
| 5Y | +12.8% | -2.2% | +15.0% | +11.1% |
| 10Y | +287.2% | +156.1% | +131.1% | +123.5% |
| All | +768.9% | +1,044.2% | -275.2% | +126.9% |
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