+164.9%
ASML vs ALHC
+136.3%
+28.6%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | 0.0% | +4.2% | +4.2% |
| 7D | +1.1% | -0.6% | +1.7% | +1.1% |
| 30D | +2.2% | -1.0% | +3.2% | +2.2% |
| 3M | -2.3% | -10.2% | +7.9% | -2.1% |
| 6M | +23.0% | -28.3% | +51.3% | +23.6% |
| YTD | +61.1% | -31.4% | +92.5% | +61.9% |
| 1Y | +129.1% | -16.9% | +146.0% | +130.0% |
| All | +164.9% | +136.3% | +28.6% | +154.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 3y: compounded portfolio wealth divided by compounded ALHC 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…
3y analysis · Full analysis span regression · 6 months rolling