+1,395.4%
ASML vs AWK
+158.1%
+1,237.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -1.4% | +6.4% | +5.3% |
| 7D | -9.0% | +4.1% | -13.1% | -9.8% |
| 30D | -21.0% | +18.0% | -38.9% | -23.9% |
| 3M | -16.3% | +12.2% | -28.5% | -18.6% |
| 6M | -7.5% | +21.2% | -28.8% | -12.2% |
| YTD | +34.0% | +17.6% | +16.4% | +27.5% |
| 1Y | +39.3% | +19.2% | +20.1% | +31.7% |
| 3Y | +128.9% | +26.7% | +102.1% | +101.9% |
| 5Y | +76.1% | -1.3% | +77.4% | +71.3% |
| All | +1,395.4% | +158.1% | +1,237.4% | +1,052.8% |
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