+164.9%
ASML vs ALM
+2,063.1%
-1,898.2%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.5% | +5.7% | +4.3% |
| 7D | +1.1% | -2.6% | +3.7% | +1.3% |
| 30D | +2.2% | +32.0% | -29.8% | 0.0% |
| 3M | -2.3% | -15.0% | +12.7% | -2.1% |
| 6M | +23.0% | -10.1% | +33.1% | +22.2% |
| YTD | +61.1% | +99.4% | -38.4% | +55.0% |
| 1Y | +129.1% | +316.4% | -187.2% | +113.3% |
| All | +164.9% | +2,063.1% | -1,898.2% | +136.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling