+1,395.4%
ASML vs A
+319.7%
+1,075.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +1.7% | +3.3% | +3.9% |
| 7D | -9.0% | -0.1% | -9.0% | -8.8% |
| 30D | -21.0% | +3.4% | -24.3% | -22.4% |
| 3M | -16.3% | +23.8% | -40.1% | -27.4% |
| 6M | -7.5% | +49.0% | -56.5% | -30.5% |
| YTD | +34.0% | +29.4% | +4.6% | +10.7% |
| 1Y | +39.3% | +19.4% | +19.9% | +21.1% |
| 3Y | +128.9% | +66.2% | +62.7% | +50.5% |
| 5Y | +76.1% | +15.8% | +60.3% | +48.7% |
| All | +1,395.4% | +319.7% | +1,075.7% | +555.4% |
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