+8,884.5%
ASML vs AAL
-34.8%
+8,919.3%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -5.1% | -4.2% | -8.4% |
| 7D | -19.0% | +1.2% | -20.2% | -19.3% |
| 30D | -25.9% | -0.5% | -25.4% | -26.0% |
| 3M | -19.1% | -22.0% | +3.0% | -15.4% |
| 6M | -5.7% | +4.5% | -10.3% | -7.2% |
| YTD | +27.6% | -15.7% | +43.2% | +30.3% |
| 1Y | +30.8% | -3.7% | +34.4% | +30.1% |
| 3Y | +116.2% | +7.9% | +108.3% | +104.5% |
| 5Y | +67.7% | -40.7% | +108.4% | +73.9% |
| 10Y | +1,355.3% | -66.3% | +1,421.7% | +1,398.5% |
| All | +8,884.5% | -34.8% | +8,919.3% | +5,787.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling