+30.8%
ASML vs ALLE
+14.6%
+16.2%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -2.9% | -6.5% | -8.8% |
| 7D | -19.0% | 0.0% | -19.1% | -19.0% |
| 30D | -25.9% | +20.6% | -46.5% | -28.4% |
| 3M | -19.1% | +11.4% | -30.5% | -19.9% |
| 6M | -5.7% | +42.5% | -48.3% | -15.2% |
| YTD | +27.6% | +18.9% | +8.7% | +17.3% |
| 1Y | +30.8% | +14.2% | +16.6% | +22.3% |
| All | +30.8% | +14.6% | +16.2% | +22.3% |
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