+30.8%
ASML vs ALK
-4.4%
+35.2%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -3.2% | -6.1% | -8.3% |
| 7D | -19.0% | +7.1% | -26.1% | -21.0% |
| 30D | -25.9% | -3.0% | -23.0% | -25.2% |
| 3M | -19.1% | -25.6% | +6.6% | -10.1% |
| 6M | -5.7% | +0.5% | -6.2% | -8.6% |
| YTD | +27.6% | -23.1% | +50.6% | +29.8% |
| 1Y | +30.8% | -7.5% | +38.3% | +30.7% |
| All | +30.8% | -4.4% | +35.2% | +30.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling