+108.6%
ASML vs ALC
-16.0%
+124.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.2% | +6.4% | +5.4% |
| 7D | +1.1% | -2.1% | +3.2% | +2.2% |
| 30D | +2.2% | -0.1% | +2.3% | +1.9% |
| 3M | -2.3% | +5.9% | -8.2% | -6.6% |
| 6M | +23.0% | -15.9% | +38.9% | +34.6% |
| YTD | +61.1% | -10.1% | +71.2% | +68.2% |
| 1Y | +129.1% | -10.2% | +139.3% | +137.9% |
| 3Y | +165.4% | -13.6% | +178.9% | +169.8% |
| All | +108.6% | -16.0% | +124.6% | +120.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling