+59.3%
ASML vs ALAB
+312.6%
-253.3%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +13.7% | -7.5% | +3.2% |
| 7D | -0.8% | -5.6% | +4.7% | +0.2% |
| 30D | -14.9% | -36.6% | +21.7% | -6.8% |
| 3M | -13.0% | -35.1% | +22.1% | -5.9% |
| 6M | -4.7% | +8.5% | -13.2% | -7.0% |
| YTD | +42.3% | +30.4% | +11.9% | +31.2% |
| 1Y | +49.7% | +31.0% | +18.7% | +36.8% |
| All | +59.3% | +312.6% | -253.3% | +7.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling