+1,557.1%
ASML vs ALL
+377.9%
+1,179.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.2% |
| 7D | +4.9% | +5.0% | -0.1% | +3.6% |
| 30D | -9.3% | +13.3% | -22.6% | -12.5% |
| 3M | -19.0% | +3.2% | -22.2% | -20.1% |
| 6M | -5.2% | +25.3% | -30.6% | -13.4% |
| YTD | +40.6% | +30.5% | +10.2% | +25.8% |
| 1Y | +47.5% | +29.2% | +18.3% | +32.3% |
| 3Y | +133.9% | +119.1% | +14.8% | +59.5% |
| 5Y | +83.8% | +162.6% | -78.8% | +9.3% |
| All | +1,557.1% | +377.9% | +1,179.2% | +645.9% |
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