+108.6%
ASML vs ALHC
-33.5%
+142.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | 0.0% | +4.2% | +4.2% |
| 7D | +1.1% | -0.6% | +1.7% | +1.2% |
| 30D | +2.2% | -1.0% | +3.2% | +2.2% |
| 3M | -2.3% | -10.2% | +7.9% | -2.2% |
| 6M | +23.0% | -28.3% | +51.3% | +25.0% |
| YTD | +61.1% | -31.4% | +92.5% | +64.2% |
| 1Y | +129.1% | -16.9% | +146.0% | +128.9% |
| 3Y | +165.4% | +135.5% | +29.9% | +118.7% |
| All | +108.6% | -33.5% | +142.1% | +82.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling