+1,323.9%
ASML vs ALL
+392.9%
+931.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -0.9% | -8.5% | -9.1% |
| 7D | -19.0% | +4.2% | -23.3% | -20.0% |
| 30D | -25.9% | +18.9% | -44.9% | -29.5% |
| 3M | -19.1% | +1.2% | -20.3% | -19.8% |
| 6M | -5.7% | +23.2% | -28.9% | -13.2% |
| YTD | +27.6% | +30.0% | -2.4% | +14.5% |
| 1Y | +30.8% | +39.6% | -8.8% | +14.0% |
| 3Y | +116.2% | +115.2% | +1.0% | +49.1% |
| 5Y | +67.7% | +156.2% | -88.6% | +1.5% |
| All | +1,323.9% | +392.9% | +931.0% | +589.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 10y: compounded portfolio wealth divided by compounded ALL 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…
10y analysis · Full analysis span regression · 6 months rolling