+1,323.9%
ASML vs ALLY
+194.4%
+1,129.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -1.3% | -8.0% | -8.8% |
| 7D | -19.0% | -1.1% | -17.9% | -18.7% |
| 30D | -25.9% | +4.2% | -30.1% | -27.2% |
| 3M | -19.1% | -12.4% | -6.6% | -14.9% |
| 6M | -5.7% | -8.7% | +2.9% | -2.7% |
| YTD | +27.6% | -11.6% | +39.2% | +33.1% |
| 1Y | +30.8% | +0.2% | +30.6% | +29.5% |
| 3Y | +116.2% | +57.1% | +59.1% | +72.3% |
| 5Y | +67.7% | -6.8% | +74.5% | +59.5% |
| All | +1,323.9% | +194.4% | +1,129.6% | +869.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 10y: compounded portfolio wealth divided by compounded ALLY 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…
10y analysis · Full analysis span regression · 6 months rolling