+1,884.3%
ASML vs AR
-27.2%
+1,911.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.7% | +4.9% | +4.2% |
| 7D | +1.1% | +2.5% | -1.4% | +0.8% |
| 30D | +2.2% | +14.8% | -12.6% | +0.6% |
| 3M | -2.3% | +6.2% | -8.5% | -3.2% |
| 6M | +23.0% | +4.3% | +18.7% | +21.6% |
| YTD | +61.1% | +14.4% | +46.7% | +57.2% |
| 1Y | +129.1% | +21.3% | +107.8% | +121.5% |
| 3Y | +165.4% | +39.8% | +125.6% | +150.5% |
| 5Y | +109.5% | +142.1% | -32.6% | +86.5% |
| 10Y | +1,645.7% | +52.0% | +1,593.7% | +1,458.2% |
| All | +1,884.3% | -27.2% | +1,911.5% | +1,713.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling