+35,455.6%
NVDA vs AWK
+1,028.7%
+34,426.9%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.8% | -3.5% | -4.1% |
| 7D | -8.5% | -2.6% | -5.9% | -7.6% |
| 30D | -27.3% | +14.2% | -41.4% | -31.0% |
| 3M | -25.8% | +10.0% | -35.8% | -28.8% |
| 6M | -24.6% | +17.1% | -41.6% | -29.8% |
| YTD | -10.7% | +16.1% | -26.8% | -17.4% |
| 1Y | -14.0% | +17.5% | -31.6% | -21.1% |
| 3Y | +244.9% | +29.3% | +215.5% | +179.2% |
| 5Y | +449.3% | -3.5% | +452.8% | +416.9% |
| 10Y | +7,600.6% | +152.7% | +7,447.9% | +4,020.1% |
| All | +35,455.6% | +1,028.7% | +34,426.9% | +7,353.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling