+2,030.0%
NXPI vs AWK
+869.9%
+1,160.1%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.8% | +1.2% | +1.8% |
| 7D | -0.5% | +2.7% | -3.2% | -1.4% |
| 30D | +15.0% | +16.7% | -1.7% | +9.2% |
| 3M | +12.6% | +11.7% | +0.8% | +8.2% |
| 6M | -10.6% | +21.9% | -32.5% | -17.0% |
| YTD | +22.1% | +17.6% | +4.5% | +14.0% |
| 1Y | +29.8% | +19.8% | +10.0% | +20.3% |
| 3Y | +47.8% | +31.0% | +16.8% | +26.6% |
| 5Y | +33.9% | -3.0% | +36.8% | +29.1% |
| 10Y | +208.7% | +156.8% | +51.9% | +79.0% |
| All | +2,030.0% | +869.9% | +1,160.1% | +246.6% |
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