+67.7%
ASML vs AWK
+0.6%
+67.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +1.9% | -11.2% | -9.4% |
| 7D | -19.0% | +7.2% | -26.2% | -19.2% |
| 30D | -25.9% | +19.0% | -45.0% | -26.5% |
| 3M | -19.1% | +14.4% | -33.4% | -19.5% |
| 6M | -5.7% | +22.6% | -28.3% | -7.1% |
| YTD | +27.6% | +19.2% | +8.4% | +25.7% |
| 1Y | +30.8% | +19.6% | +11.2% | +28.6% |
| 3Y | +116.2% | +26.1% | +90.1% | +96.4% |
| 5Y | +67.7% | +0.1% | +67.6% | +71.7% |
| All | +67.7% | +0.6% | +67.1% | +71.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling