+128.9%
ASML vs ALM
+825.4%
-696.5%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +2.1% | +2.9% | +4.8% |
| 7D | -9.0% | -6.7% | -2.3% | -8.4% |
| 30D | -21.0% | -32.9% | +11.9% | -18.1% |
| 3M | -16.3% | -39.5% | +23.2% | -12.7% |
| 6M | -7.5% | -62.0% | +54.5% | -1.0% |
| YTD | +34.0% | -7.8% | +41.8% | +36.8% |
| 1Y | +39.3% | +26.7% | +12.6% | +39.8% |
| 3Y | +128.9% | +825.4% | -696.5% | +113.8% |
| All | +128.9% | +825.4% | -696.5% | +113.8% |
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