+14,551.4%
NVDA vs AWK
+135.6%
+14,415.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.3% | -1.9% | -2.2% |
| 7D | -4.3% | -0.7% | -3.6% | -4.1% |
| 30D | +0.5% | +2.8% | -2.3% | -0.2% |
| 3M | +9.1% | +11.3% | -2.2% | +5.9% |
| 6M | +18.5% | +6.7% | +11.7% | +15.9% |
| YTD | +17.4% | +9.4% | +8.0% | +13.8% |
| 1Y | +23.4% | +3.7% | +19.7% | +20.8% |
| 3Y | +380.6% | +9.2% | +371.4% | +338.6% |
| 5Y | +875.7% | -15.7% | +891.4% | +906.7% |
| All | +14,551.4% | +135.6% | +14,415.8% | +9,925.8% |
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