+67.7%
ASML vs ALK
-33.9%
+101.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -3.2% | -6.1% | -8.2% |
| 7D | -19.0% | +7.1% | -26.1% | -21.4% |
| 30D | -25.9% | -3.0% | -23.0% | -25.6% |
| 3M | -19.1% | -25.6% | +6.6% | -10.4% |
| 6M | -5.7% | +0.5% | -6.2% | -8.1% |
| YTD | +27.6% | -23.1% | +50.6% | +35.5% |
| 1Y | +30.8% | -7.5% | +38.3% | +29.0% |
| 3Y | +116.2% | +15.3% | +100.9% | +68.4% |
| 5Y | +67.7% | -34.8% | +102.5% | +61.9% |
| All | +67.7% | -33.9% | +101.6% | +61.9% |
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