+1,837.5%
ASML vs ALM
+3,431.9%
-1,594.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -9.6% | +0.2% | -9.3% |
| 7D | -19.0% | -14.5% | -4.5% | -19.0% |
| 30D | -25.9% | -39.0% | +13.1% | -25.8% |
| 3M | -19.1% | -40.3% | +21.2% | -18.9% |
| 6M | -5.7% | -60.3% | +54.6% | -5.4% |
| YTD | +27.6% | -9.8% | +37.3% | +27.6% |
| 1Y | +30.8% | +30.8% | 0.0% | +30.7% |
| 3Y | +116.2% | +772.4% | -656.2% | +114.6% |
| 5Y | +67.7% | +390.7% | -323.1% | +66.5% |
| 10Y | +1,355.3% | +2,028.5% | -673.2% | +1,339.4% |
| All | +1,837.5% | +3,431.9% | -1,594.4% | +1,801.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling