+1,504.8%
ASML vs AA
+64.5%
+1,440.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +5.8% | +0.4% | +4.6% |
| 7D | -0.8% | +4.8% | -5.7% | -2.1% |
| 30D | -14.9% | -0.6% | -14.2% | -14.6% |
| 3M | -13.0% | -16.3% | +3.3% | -8.7% |
| 6M | -4.7% | -33.4% | +28.7% | +6.2% |
| YTD | +42.3% | -20.7% | +63.0% | +49.1% |
| 1Y | +49.7% | +12.9% | +36.8% | +41.6% |
| 3Y | +144.3% | +75.7% | +68.6% | +94.4% |
| 5Y | +86.4% | -6.8% | +93.2% | +65.2% |
| 10Y | +1,504.8% | +53.6% | +1,451.2% | +922.5% |
| All | +1,504.8% | +64.5% | +1,440.4% | +922.5% |
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