+129.1%
ASML vs ALLE
-5.8%
+134.9%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.0% | +3.2% | +3.9% |
| 7D | +1.1% | -0.2% | +1.3% | +1.2% |
| 30D | +2.2% | -6.8% | +9.0% | +4.4% |
| 3M | -2.3% | +21.0% | -23.3% | -9.8% |
| 6M | +23.0% | +1.1% | +21.9% | +19.4% |
| YTD | +61.1% | -0.5% | +61.6% | +54.3% |
| 1Y | +129.1% | -7.3% | +136.4% | +128.1% |
| All | +129.1% | -5.8% | +134.9% | +128.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 1y: compounded portfolio wealth divided by compounded ALLE 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…
1y analysis · Full analysis span regression · 6 months rolling