+188.2%
NKE vs AWK
+966.9%
-778.6%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -1.9% | -2.0% |
| 7D | -2.3% | +0.6% | -2.9% | -2.5% |
| 30D | -10.4% | +4.3% | -14.7% | -11.7% |
| 3M | -15.5% | +12.5% | -28.0% | -19.3% |
| 6M | -32.6% | +3.3% | -35.9% | -33.8% |
| YTD | -39.8% | +9.8% | -49.6% | -42.4% |
| 1Y | -47.6% | +2.9% | -50.5% | -48.7% |
| 3Y | -59.0% | +9.6% | -68.6% | -62.1% |
| 5Y | -74.9% | -16.7% | -58.3% | -74.2% |
| 10Y | -21.9% | +136.1% | -158.0% | -50.4% |
| All | +188.2% | +966.9% | -778.6% | -16.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling