+164.9%
ASML vs AR
+40.7%
+124.2%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.7% | +4.9% | +4.3% |
| 7D | +1.1% | +2.5% | -1.4% | +0.7% |
| 30D | +2.2% | +14.8% | -12.6% | -0.1% |
| 3M | -2.3% | +6.2% | -8.5% | -3.4% |
| 6M | +23.0% | +4.3% | +18.7% | +20.7% |
| YTD | +61.1% | +14.4% | +46.7% | +53.6% |
| 1Y | +129.1% | +21.3% | +107.8% | +113.5% |
| All | +164.9% | +40.7% | +124.2% | +135.2% |
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