+117.9%
ASML vs ALM
+806.0%
-688.1%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -9.6% | +0.2% | -8.4% |
| 7D | -19.0% | -14.5% | -4.5% | -17.8% |
| 30D | -25.9% | -39.0% | +13.1% | -22.6% |
| 3M | -19.1% | -40.3% | +21.2% | -15.5% |
| 6M | -5.7% | -60.3% | +54.6% | +0.7% |
| YTD | +27.6% | -9.8% | +37.3% | +30.5% |
| 1Y | +30.8% | +30.8% | 0.0% | +31.2% |
| All | +117.9% | +806.0% | -688.1% | +104.0% |
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