-8.5%
NFLX vs AWK
-2.4%
-6.1%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.4% | -2.2% | -1.2% |
| 7D | -2.0% | +0.1% | -2.1% | -2.0% |
| 30D | -11.9% | +14.3% | -26.2% | -14.7% |
| 3M | -20.6% | +10.3% | -30.9% | -22.4% |
| 6M | -29.0% | +18.9% | -48.0% | -31.8% |
| YTD | -33.7% | +17.7% | -51.4% | -36.4% |
| 1Y | -46.2% | +16.9% | -63.0% | -48.3% |
| 3Y | +39.8% | +32.2% | +7.6% | +22.6% |
| All | -8.5% | -2.4% | -6.1% | -10.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling