+30.8%
ASML vs ALAB
-2.5%
+33.3%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -19.6% | +10.3% | -3.9% |
| 7D | -19.0% | -38.2% | +19.2% | -8.0% |
| 30D | -25.9% | -54.0% | +28.0% | -9.4% |
| 3M | -19.1% | -43.6% | +24.6% | -7.0% |
| 6M | -5.7% | -16.8% | +11.1% | 0.0% |
| YTD | +27.6% | +7.9% | +19.7% | +23.9% |
| 1Y | +30.8% | -1.4% | +32.1% | +28.0% |
| All | +30.8% | -2.5% | +33.3% | +28.0% |
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