+8.2%
ASML vs AA
-34.7%
+43.0%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +2.8% | -6.4% | -4.7% |
| 7D | -10.0% | +0.9% | -10.9% | -10.4% |
| 30D | -19.4% | -6.4% | -13.0% | -17.2% |
| 3M | -12.5% | -13.0% | +0.5% | -8.4% |
| 6M | +8.2% | -34.6% | +42.9% | +29.0% |
| All | +8.2% | -34.7% | +43.0% | +29.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling