+58.7%
ASML vs ALAB
+311.3%
-252.6%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | 0.0% | -0.3% |
| 7D | -2.9% | -7.5% | +4.6% | -1.4% |
| 30D | -15.2% | -36.8% | +21.6% | -7.0% |
| 3M | -12.9% | -31.9% | +19.0% | -6.8% |
| 6M | -5.0% | +8.2% | -13.2% | -7.2% |
| YTD | +41.8% | +29.9% | +11.9% | +30.8% |
| 1Y | +46.0% | +24.4% | +21.6% | +34.6% |
| All | +58.7% | +311.3% | -252.6% | +7.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling