+164.9%
ASML vs AAL
-9.6%
+174.6%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.2% | +2.9% | +3.8% |
| 7D | +1.1% | -3.7% | +4.8% | +2.3% |
| 30D | +2.2% | -20.8% | +23.0% | +9.4% |
| 3M | -2.3% | -1.3% | -1.0% | -2.8% |
| 6M | +23.0% | +5.4% | +17.6% | +19.2% |
| YTD | +61.1% | -14.4% | +75.4% | +64.5% |
| 1Y | +129.1% | +2.1% | +127.0% | +120.9% |
| All | +164.9% | -9.6% | +174.6% | +128.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AAL.
Daily Out/Under-Performance
Portfolio return minus AAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AAL 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 3y: compounded portfolio wealth divided by compounded AAL 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…
3y analysis · Full analysis span regression · 6 months rolling