+626.3%
ASML vs ALC
+34.7%
+591.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -1.0% | -8.3% | -8.8% |
| 7D | -19.0% | +7.6% | -26.7% | -22.5% |
| 30D | -25.9% | +21.1% | -47.1% | -33.9% |
| 3M | -19.1% | +8.5% | -27.5% | -23.6% |
| 6M | -5.7% | +2.8% | -8.6% | -10.1% |
| YTD | +27.6% | -2.4% | +30.0% | +25.7% |
| 1Y | +30.8% | +3.5% | +27.3% | +23.7% |
| 3Y | +116.2% | +4.2% | +112.0% | +94.8% |
| 5Y | +67.7% | -9.0% | +76.7% | +63.5% |
| All | +626.3% | +34.7% | +591.6% | +456.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling