+75.5%
ASML vs A
+15.4%
+60.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +1.7% | +3.3% | +4.0% |
| 7D | -9.0% | -0.1% | -9.0% | -8.8% |
| 30D | -21.0% | +3.4% | -24.3% | -22.3% |
| 3M | -16.3% | +23.8% | -40.1% | -26.4% |
| 6M | -7.5% | +49.0% | -56.5% | -28.8% |
| YTD | +34.0% | +29.4% | +4.6% | +12.9% |
| 1Y | +39.3% | +19.4% | +19.9% | +23.2% |
| 3Y | +128.9% | +66.2% | +62.7% | +53.1% |
| All | +75.5% | +15.4% | +60.1% | +53.7% |
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