+70.7%
NFLX vs AWK
+9.9%
+60.9%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -0.9% | -1.0% |
| 7D | -8.1% | +0.6% | -8.7% | -8.1% |
| 30D | -0.3% | +4.3% | -4.6% | -0.1% |
| 3M | -6.6% | +12.5% | -19.1% | -5.8% |
| 6M | -22.7% | +3.3% | -26.0% | -22.6% |
| YTD | -18.9% | +9.8% | -28.7% | -18.2% |
| 1Y | -39.8% | +2.9% | -42.7% | -39.7% |
| All | +70.7% | +9.9% | +60.9% | +71.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling