+30.8%
ASML vs ABCL
+127.6%
-96.8%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -9.4% | 0.0% | -7.7% |
| 7D | -19.0% | -14.9% | -4.1% | -16.7% |
| 30D | -25.9% | -15.4% | -10.6% | -23.9% |
| 3M | -19.1% | +88.0% | -107.1% | -28.4% |
| 6M | -5.7% | +138.8% | -144.6% | -22.3% |
| YTD | +27.6% | +225.4% | -197.9% | -0.9% |
| 1Y | +30.8% | +137.3% | -106.5% | +5.3% |
| All | +30.8% | +127.6% | -96.8% | +5.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling