+39.3%
ASML vs A
+20.8%
+18.5%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +1.7% | +3.3% | +4.4% |
| 7D | -9.0% | -0.1% | -9.0% | -8.9% |
| 30D | -21.0% | +3.4% | -24.3% | -21.5% |
| 3M | -16.3% | +23.8% | -40.1% | -21.7% |
| 6M | -7.5% | +49.0% | -56.5% | -19.9% |
| YTD | +34.0% | +29.4% | +4.6% | +24.4% |
| 1Y | +39.3% | +19.4% | +19.9% | +29.1% |
| All | +39.3% | +20.8% | +18.5% | +29.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling