+30.8%
ASML vs ALC
+4.3%
+26.5%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -1.0% | -8.3% | -9.4% |
| 7D | -19.0% | +7.6% | -26.7% | -18.6% |
| 30D | -25.9% | +21.1% | -47.1% | -25.4% |
| 3M | -19.1% | +8.5% | -27.5% | -18.3% |
| 6M | -5.7% | +2.8% | -8.6% | -3.2% |
| YTD | +27.6% | -2.4% | +30.0% | +35.3% |
| 1Y | +30.8% | +3.5% | +27.3% | +37.3% |
| All | +30.8% | +4.3% | +26.5% | +37.3% |
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