+42.8%
ASML vs ALAB
+241.5%
-198.6%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -19.6% | +10.3% | -5.1% |
| 7D | -19.0% | -38.2% | +19.2% | -10.5% |
| 30D | -25.9% | -54.0% | +28.0% | -13.2% |
| 3M | -19.1% | -43.6% | +24.6% | -9.7% |
| 6M | -5.7% | -16.8% | +11.1% | -2.8% |
| YTD | +27.6% | +7.9% | +19.7% | +22.7% |
| 1Y | +30.8% | -1.4% | +32.1% | +26.5% |
| All | +42.8% | +241.5% | -198.6% | +0.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling