+1,747.1%
NXPI vs AWK
+807.6%
+939.5%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.3% |
| 7D | +1.9% | +1.7% | +0.2% | +1.3% |
| 30D | -1.4% | +5.6% | -7.0% | -3.2% |
| 3M | -29.1% | +15.9% | -44.9% | -32.8% |
| 6M | +6.2% | +4.6% | +1.6% | +3.7% |
| YTD | +5.9% | +10.1% | -4.2% | +1.3% |
| 1Y | +2.9% | +2.1% | +0.8% | +0.8% |
| 3Y | +14.5% | +9.8% | +4.6% | +5.3% |
| 5Y | +17.1% | -15.4% | +32.4% | +18.8% |
| 10Y | +193.4% | +129.4% | +64.0% | +78.4% |
| All | +1,747.1% | +807.6% | +939.5% | +207.9% |
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