+145.1%
NUE vs AWK
-17.3%
+162.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.9% |
| 7D | -2.7% | -0.7% | -1.9% | -2.6% |
| 30D | -6.1% | +2.8% | -8.8% | -6.5% |
| 3M | +2.2% | +11.3% | -9.1% | +0.6% |
| 6M | +50.8% | +6.7% | +44.0% | +49.0% |
| YTD | +57.5% | +9.4% | +48.2% | +54.9% |
| 1Y | +82.5% | +3.7% | +78.7% | +80.8% |
| 3Y | +61.7% | +9.2% | +52.5% | +54.0% |
| 5Y | +145.1% | -15.7% | +160.8% | +125.0% |
| All | +145.1% | -17.3% | +162.4% | +125.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling