+46.1%
ASML vs ALLE
+18.6%
+27.6%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.8% | -5.4% | -3.8% |
| 7D | -10.0% | +6.7% | -16.7% | -10.9% |
| 30D | -19.4% | +25.4% | -44.8% | -22.8% |
| 3M | -12.5% | +16.9% | -29.4% | -14.4% |
| 6M | +8.2% | +46.6% | -38.3% | -3.1% |
| YTD | +40.7% | +22.4% | +18.3% | +28.6% |
| 1Y | +46.1% | +17.7% | +28.4% | +35.8% |
| All | +46.1% | +18.6% | +27.6% | +35.8% |
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