+97,349.8%
ASML vs ALB
+3,051.4%
+94,298.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -4.4% | +8.6% | +5.9% |
| 7D | +1.1% | -8.1% | +9.2% | +4.3% |
| 30D | +2.2% | +6.3% | -4.1% | -0.7% |
| 3M | -2.3% | -23.6% | +21.3% | +7.5% |
| 6M | +23.0% | -24.6% | +47.6% | +33.4% |
| YTD | +61.1% | -10.3% | +71.3% | +60.9% |
| 1Y | +129.1% | +61.5% | +67.6% | +76.8% |
| 3Y | +165.4% | -34.0% | +199.3% | +161.7% |
| 5Y | +109.5% | -44.6% | +154.1% | +111.3% |
| 10Y | +1,645.7% | +76.1% | +1,569.6% | +831.7% |
| All | +97,349.8% | +3,051.4% | +94,298.4% | +15,694.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling