+84.2%
ASML vs ALLE
+58.3%
+25.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.8% | -5.4% | -4.6% |
| 7D | -10.0% | +6.7% | -16.7% | -13.4% |
| 30D | -19.4% | +25.4% | -44.8% | -30.2% |
| 3M | -12.5% | +16.9% | -29.4% | -21.0% |
| 6M | +8.2% | +46.6% | -38.3% | -16.4% |
| YTD | +40.7% | +22.4% | +18.3% | +20.8% |
| 1Y | +46.1% | +17.7% | +28.4% | +28.7% |
| 3Y | +138.5% | +96.3% | +42.1% | +38.8% |
| 5Y | +84.2% | +57.4% | +26.8% | +19.1% |
| All | +84.2% | +58.3% | +25.8% | +19.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling