+242.8%
NVDA vs AWK
+29.7%
+213.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.8% | -3.5% | -4.9% |
| 7D | -8.5% | -2.6% | -5.9% | -10.1% |
| 30D | -27.3% | +14.2% | -41.4% | -19.8% |
| 3M | -25.8% | +10.0% | -35.8% | -19.9% |
| 6M | -24.6% | +17.1% | -41.6% | -14.4% |
| YTD | -10.7% | +16.1% | -26.8% | +1.5% |
| 1Y | -14.0% | +17.5% | -31.6% | -1.1% |
| All | +242.8% | +29.7% | +213.1% | +345.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling