+117.9%
ASML vs ABCL
+139.9%
-22.0%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -9.4% | 0.0% | -7.8% |
| 7D | -19.0% | -14.9% | -4.1% | -16.9% |
| 30D | -25.9% | -15.4% | -10.6% | -24.0% |
| 3M | -19.1% | +88.0% | -107.1% | -28.0% |
| 6M | -5.7% | +138.8% | -144.6% | -20.4% |
| YTD | +27.6% | +225.4% | -197.9% | +1.5% |
| 1Y | +30.8% | +137.3% | -106.5% | +8.8% |
| All | +117.9% | +139.9% | -22.0% | +69.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling