+129.1%
ASML vs AWK
+1.8%
+127.3%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.1% | +4.3% | +4.1% |
| 7D | +1.1% | +1.7% | -0.6% | +2.2% |
| 30D | +2.2% | +5.6% | -3.4% | +6.0% |
| 3M | -2.3% | +15.9% | -18.2% | +7.8% |
| 6M | +23.0% | +4.6% | +18.4% | +29.7% |
| YTD | +61.1% | +10.1% | +51.0% | +74.2% |
| 1Y | +129.1% | +2.1% | +127.0% | +141.6% |
| All | +129.1% | +1.8% | +127.3% | +141.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling