+108.6%
ASML vs ALLE
+13.7%
+94.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.0% | +3.2% | +3.6% |
| 7D | +1.1% | -0.2% | +1.3% | +1.2% |
| 30D | +2.2% | -6.8% | +9.0% | +6.6% |
| 3M | -2.3% | +21.0% | -23.3% | -14.5% |
| 6M | +23.0% | +1.1% | +21.9% | +20.9% |
| YTD | +61.1% | -0.5% | +61.6% | +58.0% |
| 1Y | +129.1% | -7.3% | +136.4% | +134.9% |
| 3Y | +165.4% | +42.3% | +123.1% | +94.3% |
| All | +108.6% | +13.7% | +94.8% | +59.5% |
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