+129.1%
ASML vs ALAB
+73.5%
+55.6%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +9.8% | -5.6% | +1.8% |
| 7D | +1.1% | +7.2% | -6.1% | -0.7% |
| 30D | +2.2% | -2.5% | +4.7% | +2.6% |
| 3M | -2.3% | -13.3% | +11.0% | 0.0% |
| 6M | +23.0% | +172.8% | -149.9% | +3.1% |
| YTD | +61.1% | +86.6% | -25.5% | +39.9% |
| 1Y | +129.1% | +65.2% | +64.0% | +101.3% |
| All | +129.1% | +73.5% | +55.6% | +101.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALAB.
Daily Out/Under-Performance
Portfolio return minus ALAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALAB 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 1y: compounded portfolio wealth divided by compounded ALAB 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…
1y analysis · Full analysis span regression · 6 months rolling