+208.7%
NRG vs AWK
+7.8%
+200.9%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.5% | +3.2% | +1.1% |
| 7D | -4.7% | -2.1% | -2.5% | -5.3% |
| 30D | -6.0% | +2.1% | -8.0% | -5.3% |
| 3M | -8.0% | +11.4% | -19.3% | -4.7% |
| 6M | -23.2% | +3.9% | -27.1% | -21.9% |
| YTD | -28.1% | +7.7% | -35.7% | -26.1% |
| 1Y | -27.3% | +1.3% | -28.6% | -26.5% |
| 3Y | +208.7% | +7.2% | +201.5% | +221.4% |
| All | +208.7% | +7.8% | +200.9% | +221.4% |
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