+1,644.6%
ASML vs AA
+115.8%
+1,528.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| 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% | +0.5% |
| 3M | -2.3% | -35.8% | +33.5% | +10.1% |
| 6M | +23.0% | -18.4% | +41.4% | +28.3% |
| YTD | +61.1% | -5.5% | +66.5% | +60.5% |
| 1Y | +129.1% | +61.0% | +68.1% | +94.9% |
| 3Y | +165.4% | +66.2% | +99.1% | +112.9% |
| 5Y | +109.5% | +11.4% | +98.1% | +74.6% |
| All | +1,644.6% | +115.8% | +1,528.8% | +906.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling