-45.8%
NFLX vs AWK
+17.4%
-63.2%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.8% | -2.1% | -2.7% |
| 7D | -4.4% | -2.6% | -1.8% | -3.9% |
| 30D | -11.0% | +14.2% | -25.2% | -13.0% |
| 3M | -15.5% | +10.0% | -25.6% | -16.9% |
| 6M | -28.5% | +17.1% | -45.6% | -29.6% |
| YTD | -33.1% | +16.1% | -49.3% | -33.9% |
| 1Y | -45.8% | +17.5% | -63.4% | -46.4% |
| All | -45.8% | +17.4% | -63.2% | -46.4% |
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