+164.9%
ASML vs A
+26.9%
+138.1%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.6% | +3.6% | +3.9% |
| 7D | +1.1% | -1.9% | +3.0% | +2.0% |
| 30D | +2.2% | +6.9% | -4.7% | -1.1% |
| 3M | -2.3% | +9.2% | -11.5% | -6.7% |
| 6M | +23.0% | +25.7% | -2.7% | +8.7% |
| YTD | +61.1% | +11.5% | +49.5% | +51.4% |
| 1Y | +129.1% | +18.4% | +110.7% | +107.1% |
| All | +164.9% | +26.9% | +138.1% | +127.6% |
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