+16.1%
NXPI vs AWK
-16.7%
+32.9%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -2.3% | +0.6% | -2.9% | -2.3% |
| 30D | -4.3% | +4.3% | -8.6% | -4.8% |
| 3M | -24.7% | +12.5% | -37.2% | -25.9% |
| 6M | +9.7% | +3.3% | +6.4% | +9.3% |
| YTD | +3.8% | +9.8% | -6.0% | +2.1% |
| 1Y | +1.6% | +2.9% | -1.3% | +1.1% |
| 3Y | +16.0% | +9.6% | +6.4% | +9.9% |
| 5Y | +16.1% | -16.7% | +32.8% | +9.2% |
| All | +16.1% | -16.7% | +32.9% | +9.2% |
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