+23.4%
NVDA vs AWK
+2.5%
+21.0%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.3% | -1.9% | -2.5% |
| 7D | -4.3% | -0.7% | -3.6% | -4.7% |
| 30D | +0.5% | +2.8% | -2.3% | +2.3% |
| 3M | +9.1% | +11.3% | -2.2% | +16.7% |
| 6M | +18.5% | +6.7% | +11.7% | +24.6% |
| YTD | +17.4% | +9.4% | +8.0% | +25.7% |
| 1Y | +23.4% | +3.7% | +19.7% | +27.1% |
| All | +23.4% | +2.5% | +21.0% | +27.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling