+575.6%
NUE vs AWK
+132.0%
+443.6%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.5% | +3.1% | +1.9% |
| 7D | -0.6% | -2.1% | +1.5% | -0.2% |
| 30D | -4.6% | +2.1% | -6.6% | -5.0% |
| 3M | -0.3% | +11.4% | -11.7% | -2.8% |
| 6M | +51.9% | +3.9% | +48.0% | +50.1% |
| YTD | +60.0% | +7.7% | +52.3% | +56.5% |
| 1Y | +82.9% | +1.3% | +81.6% | +81.1% |
| 3Y | +66.0% | +7.2% | +58.8% | +58.1% |
| 5Y | +149.0% | -17.0% | +166.0% | +153.0% |
| All | +575.6% | +132.0% | +443.6% | +456.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling