+41.0%
NFLX vs AWK
+29.7%
+11.3%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.8% | -2.1% | -2.9% |
| 7D | -4.4% | -2.6% | -1.8% | -4.4% |
| 30D | -11.0% | +14.2% | -25.2% | -10.5% |
| 3M | -15.5% | +10.0% | -25.6% | -15.2% |
| 6M | -28.5% | +17.1% | -45.6% | -27.7% |
| YTD | -33.1% | +16.1% | -49.3% | -32.3% |
| 1Y | -45.8% | +17.5% | -63.4% | -45.1% |
| All | +41.0% | +29.7% | +11.3% | +48.6% |
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