+129.1%
ASML vs AA
+63.2%
+65.9%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.1% | +6.3% | +4.8% |
| 7D | +1.1% | -0.7% | +1.8% | +1.3% |
| 30D | +2.2% | +5.0% | -2.8% | +0.3% |
| 3M | -2.3% | -35.8% | +33.5% | +9.8% |
| 6M | +23.0% | -18.4% | +41.4% | +28.6% |
| YTD | +61.1% | -5.5% | +66.5% | +60.3% |
| 1Y | +129.1% | +61.0% | +68.1% | +103.6% |
| All | +129.1% | +63.2% | +65.9% | +103.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 1y: compounded portfolio wealth divided by compounded AA 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…
1y analysis · Full analysis span regression · 6 months rolling