+701.0%
ASML vs ALC
+36.0%
+665.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +6.8% | -10.4% | -7.3% |
| 7D | -10.0% | +10.7% | -20.7% | -15.2% |
| 30D | -19.4% | +20.2% | -39.6% | -27.8% |
| 3M | -12.5% | +8.9% | -21.4% | -17.5% |
| 6M | +8.2% | +5.7% | +2.5% | +1.5% |
| YTD | +40.7% | -1.4% | +42.1% | +37.9% |
| 1Y | +46.1% | +4.7% | +41.4% | +37.3% |
| 3Y | +138.5% | +5.2% | +133.3% | +113.6% |
| 5Y | +84.2% | -8.3% | +92.5% | +78.8% |
| All | +701.0% | +36.0% | +665.0% | +510.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling