+84.2%
ASML vs ALK
-28.8%
+113.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +8.8% | -12.4% | -6.7% |
| 7D | -10.0% | +12.4% | -22.4% | -14.2% |
| 30D | -19.4% | +2.1% | -21.5% | -20.6% |
| 3M | -12.5% | -23.9% | +11.4% | -4.1% |
| 6M | +8.2% | +8.2% | 0.0% | +2.5% |
| YTD | +40.7% | -20.5% | +61.2% | +47.5% |
| 1Y | +46.1% | -1.0% | +47.2% | +40.4% |
| 3Y | +138.5% | +19.2% | +119.3% | +84.1% |
| 5Y | +84.2% | -28.2% | +112.4% | +77.8% |
| All | +84.2% | -28.8% | +113.0% | +77.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling