+108.6%
ASML vs A
-12.8%
+121.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.6% | +3.6% | +3.8% |
| 7D | +1.1% | -1.9% | +3.0% | +2.3% |
| 30D | +2.2% | +6.9% | -4.7% | -2.1% |
| 3M | -2.3% | +9.2% | -11.5% | -8.1% |
| 6M | +23.0% | +25.7% | -2.7% | +4.8% |
| YTD | +61.1% | +11.5% | +49.5% | +48.1% |
| 1Y | +129.1% | +18.4% | +110.7% | +100.7% |
| 3Y | +165.4% | +26.6% | +138.8% | +112.2% |
| All | +108.6% | -12.8% | +121.4% | +122.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling