+117.9%
ASML vs AWK
+26.1%
+91.9%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +1.9% | -11.2% | -8.4% |
| 7D | -19.0% | +7.2% | -26.2% | -16.1% |
| 30D | -25.9% | +19.0% | -45.0% | -19.2% |
| 3M | -19.1% | +14.4% | -33.4% | -13.2% |
| 6M | -5.7% | +22.6% | -28.3% | +4.9% |
| YTD | +27.6% | +19.2% | +8.4% | +41.1% |
| 1Y | +30.8% | +19.6% | +11.2% | +45.1% |
| All | +117.9% | +26.1% | +91.9% | +146.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling