+889.8%
NVDA vs AWK
-17.6%
+907.3%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | -0.2% |
| 7D | -5.1% | -2.1% | -3.0% | -5.3% |
| 30D | -2.5% | +2.1% | -4.5% | -2.3% |
| 3M | +6.7% | +11.4% | -4.7% | +7.5% |
| 6M | +17.6% | +3.9% | +13.7% | +18.3% |
| YTD | +17.3% | +7.7% | +9.6% | +18.1% |
| 1Y | +23.5% | +1.3% | +22.2% | +24.5% |
| 3Y | +384.6% | +7.2% | +377.5% | +378.5% |
| All | +889.8% | -17.6% | +907.3% | +951.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling