+1,644.6%
ASML vs ALLY
+191.1%
+1,453.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.3% | +3.9% | +4.0% |
| 7D | +1.1% | +3.7% | -2.6% | -0.4% |
| 30D | +2.2% | -2.3% | +4.4% | +3.1% |
| 3M | -2.3% | +3.8% | -6.1% | -4.0% |
| 6M | +23.0% | +9.7% | +13.3% | +18.2% |
| YTD | +61.1% | -1.4% | +62.5% | +61.2% |
| 1Y | +129.1% | +8.2% | +120.9% | +119.8% |
| 3Y | +165.4% | +66.5% | +98.9% | +106.1% |
| 5Y | +109.5% | +1.2% | +108.3% | +91.9% |
| All | +1,644.6% | +191.1% | +1,453.5% | +1,018.4% |
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