+667.4%
NFLX vs AWK
+135.6%
+531.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.1% |
| 7D | -8.1% | -0.7% | -7.3% | -7.9% |
| 30D | +1.6% | +2.8% | -1.1% | +1.0% |
| 3M | -7.3% | +11.3% | -18.6% | -9.6% |
| 6M | -21.6% | +6.7% | -28.3% | -23.0% |
| YTD | -18.9% | +9.4% | -28.3% | -20.9% |
| 1Y | -39.1% | +3.7% | -42.8% | -39.9% |
| 3Y | +71.7% | +9.2% | +62.4% | +63.6% |
| 5Y | +27.0% | -15.7% | +42.7% | +29.1% |
| All | +667.4% | +135.6% | +531.8% | +513.9% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling