+75.5%
ASML vs AA
-15.4%
+90.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +2.9% | +2.1% | +4.1% |
| 7D | -9.0% | +0.9% | -9.9% | -9.2% |
| 30D | -21.0% | -6.7% | -14.3% | -19.1% |
| 3M | -16.3% | -16.3% | 0.0% | -11.8% |
| 6M | -7.5% | -37.1% | +29.6% | +5.8% |
| YTD | +34.0% | -25.0% | +59.0% | +43.2% |
| 1Y | +39.3% | +8.6% | +30.7% | +32.3% |
| 3Y | +128.9% | +57.2% | +71.6% | +82.8% |
| All | +75.5% | -15.4% | +90.9% | +63.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling