+108.6%
ASML vs ALL
+118.4%
-9.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.3% | +5.5% | +4.2% |
| 7D | +1.1% | 0.0% | +1.1% | +1.1% |
| 30D | +2.2% | -1.5% | +3.7% | +2.2% |
| 3M | -2.3% | +23.6% | -25.9% | -3.2% |
| 6M | +23.0% | +22.3% | +0.6% | +21.8% |
| YTD | +61.1% | +26.5% | +34.5% | +58.9% |
| 1Y | +129.1% | +27.0% | +102.1% | +125.6% |
| 3Y | +165.4% | +149.6% | +15.8% | +123.7% |
| All | +108.6% | +118.4% | -9.9% | +87.4% |
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 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