+140.3%
ASML vs ALK
+19.1%
+121.2%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +8.8% | -12.4% | -6.0% |
| 7D | -10.0% | +12.4% | -22.4% | -13.2% |
| 30D | -19.4% | +2.1% | -21.5% | -20.3% |
| 3M | -12.5% | -23.9% | +11.4% | -5.8% |
| 6M | +8.2% | +8.2% | 0.0% | +4.1% |
| YTD | +40.7% | -20.5% | +61.2% | +45.3% |
| 1Y | +46.1% | -1.0% | +47.2% | +42.6% |
| All | +140.3% | +19.1% | +121.2% | +114.4% |
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