+1,395.4%
ASML vs ALM
+2,022.9%
-627.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +2.1% | +2.9% | +4.9% |
| 7D | -9.0% | -6.7% | -2.3% | -8.6% |
| 30D | -21.0% | -32.9% | +11.9% | -19.2% |
| 3M | -16.3% | -39.5% | +23.2% | -14.1% |
| 6M | -7.5% | -62.0% | +54.5% | -3.4% |
| YTD | +34.0% | -7.8% | +41.8% | +34.5% |
| 1Y | +39.3% | +26.7% | +12.6% | +37.9% |
| 3Y | +128.9% | +825.4% | -696.5% | +106.1% |
| 5Y | +76.1% | +401.2% | -325.2% | +60.2% |
| All | +1,395.4% | +2,022.9% | -627.5% | +1,174.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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