+46.1%
ASML vs ALC
+4.2%
+41.9%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +6.8% | -10.4% | -3.0% |
| 7D | -10.0% | +10.7% | -20.7% | -9.4% |
| 30D | -19.4% | +20.2% | -39.6% | -18.8% |
| 3M | -12.5% | +8.9% | -21.4% | -11.6% |
| 6M | +8.2% | +5.7% | +2.5% | +10.1% |
| YTD | +40.7% | -1.4% | +42.1% | +49.4% |
| 1Y | +46.1% | +4.7% | +41.4% | +54.6% |
| All | +46.1% | +4.2% | +41.9% | +54.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 1y: compounded portfolio wealth divided by compounded ALC 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…
1y analysis · Full analysis span regression · 6 months rolling