+1,582.8%
ASML vs AWK
+156.2%
+1,426.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.5% | +2.2% | +1.9% |
| 7D | +2.5% | 0.0% | +2.5% | +2.5% |
| 30D | -12.2% | +15.5% | -27.7% | -15.1% |
| 3M | -14.6% | +10.0% | -24.6% | -16.6% |
| 6M | -1.7% | +20.4% | -22.2% | -6.6% |
| YTD | +44.3% | +17.1% | +27.2% | +37.4% |
| 1Y | +51.0% | +18.3% | +32.7% | +43.1% |
| 3Y | +137.6% | +30.4% | +107.2% | +106.8% |
| 5Y | +92.7% | -2.7% | +95.4% | +88.3% |
| 10Y | +1,582.8% | +154.7% | +1,428.1% | +1,210.4% |
| All | +1,582.8% | +156.2% | +1,426.6% | +1,210.4% |
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