+458.1%
NUE vs AWK
+967.2%
-509.1%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.6% | -1.7% |
| 7D | +1.8% | +2.2% | -0.4% | +0.9% |
| 30D | -6.0% | +4.4% | -10.4% | -7.7% |
| 3M | +1.4% | +15.4% | -13.9% | -4.5% |
| 6M | +52.8% | +3.5% | +49.3% | +49.6% |
| YTD | +58.1% | +9.8% | +48.3% | +50.5% |
| 1Y | +80.4% | +3.0% | +77.4% | +75.5% |
| 3Y | +62.3% | +9.7% | +52.6% | +47.9% |
| 5Y | +146.2% | -17.2% | +163.4% | +152.9% |
| 10Y | +549.5% | +126.1% | +423.4% | +254.8% |
| All | +458.1% | +967.2% | -509.1% | -8.5% |
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