+1,633.7%
ASML vs AR
-30.9%
+1,664.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -6.3% | +2.7% | -2.9% |
| 7D | -10.0% | -11.1% | +1.1% | -8.9% |
| 30D | -19.4% | +7.9% | -27.3% | -20.2% |
| 3M | -12.5% | +4.9% | -17.4% | -13.2% |
| 6M | +8.2% | -5.3% | +13.5% | +8.3% |
| YTD | +40.7% | +8.6% | +32.1% | +37.8% |
| 1Y | +46.1% | +13.7% | +32.5% | +42.2% |
| 3Y | +138.5% | +22.8% | +115.7% | +128.0% |
| 5Y | +84.2% | +82.0% | +2.2% | +68.1% |
| 10Y | +1,505.1% | +51.8% | +1,453.3% | +1,331.9% |
| All | +1,633.7% | -30.9% | +1,664.6% | +1,490.1% |
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