+67.7%
ASML vs ABCL
-30.0%
+97.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -9.4% | 0.0% | -7.6% |
| 7D | -19.0% | -14.9% | -4.1% | -16.6% |
| 30D | -25.9% | -15.4% | -10.6% | -23.7% |
| 3M | -19.1% | +88.0% | -107.1% | -29.4% |
| 6M | -5.7% | +138.8% | -144.6% | -22.7% |
| YTD | +27.6% | +225.4% | -197.9% | -2.6% |
| 1Y | +30.8% | +137.3% | -106.5% | +5.4% |
| 3Y | +116.2% | +136.8% | -20.6% | +61.3% |
| 5Y | +67.7% | -26.2% | +93.9% | +51.8% |
| All | +67.7% | -30.0% | +97.7% | +51.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling