+46.6%
ASML vs ALC
+2.0%
+44.6%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.3% | +5.9% | +6.2% |
| 7D | -0.8% | +2.1% | -2.9% | -0.6% |
| 30D | -14.9% | +17.2% | -32.1% | -14.4% |
| 3M | -13.0% | +4.6% | -17.6% | -12.2% |
| 6M | -4.7% | +20.1% | -24.8% | -5.4% |
| YTD | +42.3% | -4.2% | +46.5% | +50.7% |
| All | +46.6% | +2.0% | +44.6% | +55.3% |
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