+1,504.8%
ASML vs A
+328.7%
+1,176.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +3.1% | +3.1% | +4.2% |
| 7D | -0.8% | +4.8% | -5.6% | -3.6% |
| 30D | -14.9% | +5.6% | -20.5% | -17.6% |
| 3M | -13.0% | +23.6% | -36.6% | -24.3% |
| 6M | -4.7% | +56.4% | -61.1% | -30.5% |
| YTD | +42.3% | +33.4% | +8.9% | +15.3% |
| 1Y | +49.7% | +23.7% | +26.0% | +27.2% |
| 3Y | +144.3% | +71.0% | +73.3% | +57.9% |
| 5Y | +86.4% | +16.8% | +69.5% | +56.9% |
| 10Y | +1,504.8% | +323.8% | +1,181.1% | +588.7% |
| All | +1,504.8% | +328.7% | +1,176.1% | +588.7% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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