+80.3%
ASML vs ALAB
+490.6%
-410.3%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +9.8% | -5.6% | +2.2% |
| 7D | +1.1% | +7.2% | -6.1% | -0.4% |
| 30D | +2.2% | -2.5% | +4.7% | +2.5% |
| 3M | -2.3% | -13.3% | +11.0% | -0.4% |
| 6M | +23.0% | +172.8% | -149.9% | +1.3% |
| YTD | +61.1% | +86.6% | -25.5% | +39.2% |
| 1Y | +129.1% | +65.2% | +64.0% | +98.0% |
| All | +80.3% | +490.6% | -410.3% | +14.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling