+47.7%
ASML vs ALAB
+47.0%
+0.7%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.4% | -1.1% | -2.0% |
| 7D | +10.4% | +26.9% | -16.6% | +2.9% |
| 30D | -12.7% | -30.0% | +17.3% | -4.7% |
| 3M | -17.2% | -28.5% | +11.4% | -11.0% |
| 6M | -1.3% | +11.4% | -12.7% | -3.1% |
| YTD | +40.8% | +36.9% | +3.9% | +27.2% |
| All | +47.7% | +47.0% | +0.7% | +29.1% |
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