+298.3%
ASML vs ABCL
-81.3%
+379.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -9.8% |
| 3M | -2.3% | +79.4% | -81.7% | -13.3% |
| 6M | +23.0% | +214.9% | -191.9% | -1.4% |
| YTD | +61.1% | +234.2% | -173.2% | +26.6% |
| 1Y | +129.1% | +174.8% | -45.7% | +84.1% |
| 3Y | +165.4% | +104.5% | +60.9% | +110.0% |
| 5Y | +109.5% | -39.0% | +148.5% | +89.0% |
| All | +298.3% | -81.3% | +379.5% | +298.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling