+4,901.8%
ASML vs A
+535.2%
+4,366.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -3.0% | -6.3% | -7.7% |
| 7D | -19.0% | -5.2% | -13.9% | -16.6% |
| 30D | -25.9% | +1.4% | -27.4% | -26.4% |
| 3M | -19.1% | +21.9% | -41.0% | -27.3% |
| 6M | -5.7% | +46.7% | -52.4% | -24.6% |
| YTD | +27.6% | +27.2% | +0.4% | +10.2% |
| 1Y | +30.8% | +17.9% | +12.9% | +17.3% |
| 3Y | +116.2% | +61.1% | +55.1% | +60.5% |
| 5Y | +67.7% | +13.8% | +53.8% | +49.6% |
| 10Y | +1,355.3% | +318.8% | +1,036.5% | +561.7% |
| All | +4,901.8% | +535.2% | +4,366.6% | +1,376.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling