+662.7%
ASML vs ALC
+31.8%
+630.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -2.1% | +7.1% | +6.1% |
| 7D | -9.0% | +4.9% | -13.9% | -11.7% |
| 30D | -21.0% | +19.0% | -39.9% | -28.8% |
| 3M | -16.3% | +7.8% | -24.1% | -20.8% |
| 6M | -7.5% | +14.6% | -22.1% | -16.6% |
| YTD | +34.0% | -4.4% | +38.4% | +33.5% |
| 1Y | +39.3% | +1.4% | +37.9% | +33.1% |
| 3Y | +128.9% | +2.5% | +126.3% | +107.6% |
| 5Y | +76.1% | -10.9% | +87.0% | +73.5% |
| All | +662.7% | +31.8% | +630.9% | +490.8% |
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