+75.5%
ASML vs ALB
-61.7%
+137.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +0.9% | +4.1% | +4.7% |
| 7D | -9.0% | +9.1% | -18.1% | -11.6% |
| 30D | -21.0% | -3.4% | -17.6% | -20.3% |
| 3M | -16.3% | -20.6% | +4.3% | -10.8% |
| 6M | -7.5% | -48.2% | +40.6% | +11.9% |
| YTD | +34.0% | -29.2% | +63.2% | +43.3% |
| 1Y | +39.3% | +10.0% | +29.3% | +28.1% |
| 3Y | +128.9% | -12.9% | +141.8% | +101.7% |
| All | +75.5% | -61.7% | +137.2% | +112.1% |
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