+164.9%
ASML vs ALL
+150.1%
+14.9%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.3% | +5.5% | +3.8% |
| 7D | +1.1% | 0.0% | +1.1% | +1.1% |
| 30D | +2.2% | -1.5% | +3.7% | +1.9% |
| 3M | -2.3% | +23.6% | -25.9% | +2.3% |
| 6M | +23.0% | +22.3% | +0.6% | +28.7% |
| YTD | +61.1% | +26.5% | +34.5% | +69.3% |
| 1Y | +129.1% | +27.0% | +102.1% | +140.9% |
| All | +164.9% | +150.1% | +14.9% | +162.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling