+117.9%
ASML vs AR
+20.9%
+97.0%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -2.8% | -6.5% | -8.9% |
| 7D | -19.0% | -11.7% | -7.3% | -17.6% |
| 30D | -25.9% | +1.8% | -27.8% | -26.2% |
| 3M | -19.1% | +6.0% | -25.0% | -20.1% |
| 6M | -5.7% | -7.0% | +1.3% | -5.1% |
| YTD | +27.6% | +5.6% | +22.0% | +22.9% |
| 1Y | +30.8% | +10.8% | +20.0% | +23.8% |
| All | +117.9% | +20.9% | +97.0% | +92.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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