+85,040.9%
ASML vs ALB
+2,278.0%
+82,762.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +5.3% | -8.9% | -5.7% |
| 7D | -10.0% | -2.1% | -8.0% | -9.4% |
| 30D | -19.4% | -9.0% | -10.4% | -16.6% |
| 3M | -12.5% | -21.1% | +8.7% | -5.0% |
| 6M | +8.2% | -49.9% | +58.1% | +39.3% |
| YTD | +40.7% | -32.3% | +73.0% | +56.1% |
| 1Y | +46.1% | +8.6% | +37.5% | +33.2% |
| 3Y | +138.5% | -22.2% | +160.7% | +117.6% |
| 5Y | +84.2% | -63.0% | +147.1% | +117.9% |
| 10Y | +1,505.1% | +29.9% | +1,475.2% | +862.3% |
| All | +85,040.9% | +2,278.0% | +82,762.9% | +15,225.9% |
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