+67.7%
ASML vs ALB
-61.8%
+129.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +3.6% | -12.9% | -10.4% |
| 7D | -19.0% | +5.5% | -24.5% | -20.5% |
| 30D | -25.9% | -7.5% | -18.4% | -24.3% |
| 3M | -19.1% | -16.9% | -2.1% | -15.0% |
| 6M | -5.7% | -49.2% | +43.5% | +14.8% |
| YTD | +27.6% | -29.9% | +57.4% | +36.8% |
| 1Y | +30.8% | +8.2% | +22.6% | +20.9% |
| 3Y | +116.2% | -19.4% | +135.7% | +96.9% |
| 5Y | +67.7% | -61.6% | +129.3% | +96.3% |
| All | +67.7% | -61.8% | +129.5% | +96.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 ALB 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