+1,395.4%
ASML vs ALLY
+189.4%
+1,206.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -1.7% | +6.7% | +5.7% |
| 7D | -9.0% | +0.9% | -9.9% | -9.5% |
| 30D | -21.0% | +3.1% | -24.0% | -22.0% |
| 3M | -16.3% | -12.6% | -3.7% | -12.0% |
| 6M | -7.5% | -12.4% | +4.9% | -3.0% |
| YTD | +34.0% | -13.2% | +47.1% | +40.7% |
| 1Y | +39.3% | +1.8% | +37.5% | +36.9% |
| 3Y | +128.9% | +58.0% | +70.9% | +81.9% |
| 5Y | +76.1% | -8.4% | +84.5% | +68.6% |
| All | +1,395.4% | +189.4% | +1,206.1% | +924.3% |
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