+1,553.7%
ASML vs ALK
-40.7%
+1,594.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.2% |
| 7D | -2.9% | +12.9% | -15.8% | -6.7% |
| 30D | -15.2% | +5.5% | -20.7% | -17.1% |
| 3M | -12.9% | -12.1% | -0.8% | -9.9% |
| 6M | -5.0% | +1.7% | -6.8% | -7.3% |
| YTD | +41.8% | -17.4% | +59.2% | +46.6% |
| 1Y | +46.0% | -1.9% | +48.0% | +42.5% |
| 3Y | +133.5% | +21.2% | +112.2% | +99.1% |
| 5Y | +93.0% | -27.8% | +120.8% | +92.5% |
| All | +1,553.7% | -40.7% | +1,594.3% | +1,533.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 10y: compounded portfolio wealth divided by compounded ALK 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…
10y analysis · Full analysis span regression · 6 months rolling