+67.7%
ASML vs ALL
+155.0%
-87.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -0.9% | -8.5% | -9.4% |
| 7D | -19.0% | +4.2% | -23.3% | -18.9% |
| 30D | -25.9% | +18.9% | -44.9% | -25.5% |
| 3M | -19.1% | +1.2% | -20.3% | -18.8% |
| 6M | -5.7% | +23.2% | -28.9% | -6.2% |
| YTD | +27.6% | +30.0% | -2.4% | +26.2% |
| 1Y | +30.8% | +39.6% | -8.8% | +28.1% |
| 3Y | +116.2% | +115.2% | +1.0% | +89.7% |
| 5Y | +67.7% | +156.2% | -88.6% | +41.6% |
| All | +67.7% | +155.0% | -87.3% | +41.6% |
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