+108.6%
ASML vs ABCL
-41.3%
+149.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.2% | +5.4% | +4.4% |
| 7D | +1.1% | +0.7% | +0.4% | +1.0% |
| 30D | +2.2% | +93.1% | -90.9% | -10.9% |
| 3M | -2.3% | +79.4% | -81.7% | -14.4% |
| 6M | +23.0% | +214.9% | -191.9% | -3.6% |
| YTD | +61.1% | +234.2% | -173.2% | +23.3% |
| 1Y | +129.1% | +174.8% | -45.7% | +79.8% |
| 3Y | +165.4% | +104.5% | +60.9% | +105.5% |
| All | +108.6% | -41.3% | +149.8% | +88.1% |
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