+117.9%
ASML vs A
+61.4%
+56.5%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -3.0% | -6.3% | -7.9% |
| 7D | -19.0% | -5.2% | -13.9% | -16.9% |
| 30D | -25.9% | +1.4% | -27.4% | -26.2% |
| 3M | -19.1% | +21.9% | -41.0% | -26.2% |
| 6M | -5.7% | +46.7% | -52.4% | -22.5% |
| YTD | +27.6% | +27.2% | +0.4% | +13.0% |
| 1Y | +30.8% | +17.9% | +12.9% | +20.0% |
| All | +117.9% | +61.4% | +56.5% | +83.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling