+95.3%
ASML vs AHR
+364.8%
-269.4%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.2% | +3.1% | +2.9% |
| 7D | +6.0% | -3.4% | +9.4% | +6.3% |
| 30D | +1.4% | -3.8% | +5.1% | +1.7% |
| 3M | +1.0% | +20.1% | -19.0% | -1.8% |
| 6M | +37.0% | +7.1% | +29.9% | +35.6% |
| YTD | +65.8% | +17.2% | +48.5% | +61.6% |
| 1Y | +123.1% | +30.4% | +92.7% | +113.1% |
| All | +95.3% | +364.8% | -269.4% | +55.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AHR.
Daily Out/Under-Performance
Portfolio return minus AHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AHR 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 10y: compounded portfolio wealth divided by compounded AHR 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…
10y analysis · Full analysis span regression · 6 months rolling