+129.1%
ASML vs ARM
+92.2%
+36.9%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.9% | +0.3% | +2.9% |
| 7D | +1.1% | +5.5% | -4.4% | -0.6% |
| 30D | +2.2% | -8.2% | +10.4% | +4.7% |
| 3M | -2.3% | -35.9% | +33.6% | +10.4% |
| 6M | +23.0% | +103.1% | -80.1% | -7.5% |
| YTD | +61.1% | +130.6% | -69.6% | +15.9% |
| 1Y | +129.1% | +86.1% | +43.0% | +87.8% |
| All | +129.1% | +92.2% | +36.9% | +87.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ARM.
Daily Out/Under-Performance
Portfolio return minus ARM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARM 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 1y: compounded portfolio wealth divided by compounded ARM 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…
1y analysis · Full analysis span regression · 6 months rolling