+108.6%
ASML vs ALB
-44.4%
+153.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -4.4% | +8.6% | +5.6% |
| 7D | +1.1% | -8.1% | +9.2% | +3.7% |
| 30D | +2.2% | +6.3% | -4.1% | -0.2% |
| 3M | -2.3% | -23.6% | +21.3% | +5.5% |
| 6M | +23.0% | -24.6% | +47.6% | +31.2% |
| YTD | +61.1% | -10.3% | +71.3% | +60.7% |
| 1Y | +129.1% | +61.5% | +67.6% | +84.6% |
| 3Y | +165.4% | -34.0% | +199.3% | +173.4% |
| All | +108.6% | -44.4% | +153.0% | +112.8% |
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