+75.5%
ASML vs ALC
-11.2%
+86.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -2.1% | +7.1% | +6.1% |
| 7D | -9.0% | +4.9% | -13.9% | -11.6% |
| 30D | -21.0% | +19.0% | -39.9% | -28.5% |
| 3M | -16.3% | +7.8% | -24.1% | -20.5% |
| 6M | -7.5% | +14.6% | -22.1% | -16.3% |
| YTD | +34.0% | -4.4% | +38.4% | +34.2% |
| 1Y | +39.3% | +1.4% | +37.9% | +33.5% |
| 3Y | +128.9% | +2.5% | +126.3% | +103.0% |
| All | +75.5% | -11.2% | +86.7% | +76.5% |
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