+75.5%
ASML vs ALL
+143.1%
-67.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -4.5% | +9.5% | +4.8% |
| 7D | -9.0% | -1.9% | -7.1% | -9.1% |
| 30D | -21.0% | +13.8% | -34.7% | -20.6% |
| 3M | -16.3% | -7.0% | -9.3% | -16.3% |
| 6M | -7.5% | +18.0% | -25.6% | -8.2% |
| YTD | +34.0% | +24.2% | +9.8% | +32.2% |
| 1Y | +39.3% | +31.2% | +8.1% | +36.5% |
| 3Y | +128.9% | +107.5% | +21.3% | +99.9% |
| All | +75.5% | +143.1% | -67.6% | +48.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling