+400.6%
NVDA vs AWK
+9.9%
+390.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.2% | -1.8% | -2.1% |
| 7D | +3.8% | +2.2% | +1.6% | +5.1% |
| 30D | +0.8% | +4.4% | -3.6% | +3.6% |
| 3M | +8.2% | +15.4% | -7.2% | +18.5% |
| 6M | +27.1% | +3.5% | +23.6% | +31.3% |
| YTD | +21.2% | +9.8% | +11.4% | +30.1% |
| 1Y | +34.3% | +3.0% | +31.3% | +39.9% |
| All | +400.6% | +9.9% | +390.7% | +481.3% |
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