+1,644.6%
ASML vs AWK
+129.0%
+1,515.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.1% | +4.3% | +4.2% |
| 7D | +1.1% | +1.7% | -0.6% | +0.7% |
| 30D | +2.2% | +5.6% | -3.4% | +0.9% |
| 3M | -2.3% | +15.9% | -18.2% | -6.2% |
| 6M | +23.0% | +4.6% | +18.4% | +20.8% |
| YTD | +61.1% | +10.1% | +51.0% | +55.7% |
| 1Y | +129.1% | +2.1% | +127.0% | +125.3% |
| 3Y | +165.4% | +9.8% | +155.5% | +145.7% |
| 5Y | +109.5% | -15.4% | +124.8% | +113.4% |
| All | +1,644.6% | +129.0% | +1,515.6% | +1,245.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling