-18.6%
NRG vs AWK
+1.8%
-20.4%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -0.1% | +6.6% | +6.4% |
| 7D | +7.1% | +1.7% | +5.4% | +7.7% |
| 30D | -1.4% | +5.6% | -7.0% | +0.5% |
| 3M | -10.5% | +15.9% | -26.3% | -6.5% |
| 6M | -26.7% | +4.6% | -31.3% | -25.4% |
| YTD | -24.5% | +10.1% | -34.6% | -22.4% |
| 1Y | -18.6% | +2.1% | -20.7% | -20.3% |
| All | -18.6% | +1.8% | -20.4% | -20.3% |
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