+248.0%
ASML vs ABCL
-79.9%
+327.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.8% | -4.4% | -3.7% |
| 7D | -10.0% | -10.0% | 0.0% | -8.5% |
| 30D | -19.4% | -10.9% | -8.6% | -18.1% |
| 3M | -12.5% | +101.6% | -114.1% | -23.5% |
| 6M | +8.2% | +167.5% | -159.3% | -11.0% |
| YTD | +40.7% | +259.1% | -218.3% | +8.9% |
| 1Y | +46.1% | +152.2% | -106.0% | +19.3% |
| 3Y | +138.5% | +161.3% | -22.8% | +81.1% |
| 5Y | +84.2% | -29.3% | +113.5% | +62.8% |
| All | +248.0% | -79.9% | +327.8% | +242.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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