+246.9%
NRG vs AWK
+966.9%
-720.0%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | 0.0% | -3.5% | -3.6% |
| 7D | +3.9% | +0.6% | +3.3% | +3.6% |
| 30D | -3.0% | +4.3% | -7.3% | -4.9% |
| 3M | -10.9% | +12.5% | -23.4% | -16.3% |
| 6M | -25.3% | +3.3% | -28.6% | -27.3% |
| YTD | -26.8% | +9.8% | -36.6% | -31.0% |
| 1Y | -23.3% | +2.9% | -26.2% | -26.0% |
| 3Y | +208.6% | +9.6% | +199.0% | +171.6% |
| 5Y | +194.1% | -16.7% | +210.8% | +198.9% |
| 10Y | +1,123.6% | +136.1% | +987.5% | +515.9% |
| All | +246.9% | +966.9% | -720.0% | -39.2% |
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 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