+164.9%
ASML vs ALK
+2.1%
+162.9%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.5% | +2.6% | +3.7% |
| 7D | +1.1% | -0.7% | +1.8% | +1.3% |
| 30D | +2.2% | -19.2% | +21.4% | +8.7% |
| 3M | -2.3% | -1.5% | -0.8% | -2.6% |
| 6M | +23.0% | -13.1% | +36.0% | +25.2% |
| YTD | +61.1% | -16.4% | +77.5% | +64.9% |
| 1Y | +129.1% | -33.1% | +162.2% | +147.0% |
| All | +164.9% | +2.1% | +162.9% | +138.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling