+33.9%
NXPI vs AWK
-1.3%
+35.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.8% | +1.2% | +1.9% |
| 7D | -0.5% | +2.7% | -3.2% | -0.8% |
| 30D | +15.0% | +16.7% | -1.7% | +12.9% |
| 3M | +12.6% | +11.7% | +0.8% | +11.0% |
| 6M | -10.6% | +21.9% | -32.5% | -13.1% |
| YTD | +22.1% | +17.6% | +4.5% | +19.0% |
| 1Y | +29.8% | +19.8% | +10.0% | +25.9% |
| 3Y | +47.8% | +31.0% | +16.8% | +31.3% |
| 5Y | +33.9% | -3.0% | +36.8% | +29.3% |
| All | +33.9% | -1.3% | +35.2% | +29.3% |
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 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