+147.0%
ASML vs ARM
+241.9%
-94.9%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -5.3% | +1.7% | -2.0% |
| 7D | -10.0% | -18.7% | +8.7% | -4.4% |
| 30D | -19.4% | -36.7% | +17.2% | -8.2% |
| 3M | -12.5% | -31.6% | +19.2% | -3.4% |
| 6M | +8.2% | -5.6% | +13.9% | +6.1% |
| YTD | +40.7% | +75.5% | -34.7% | +14.2% |
| 1Y | +46.1% | +19.3% | +26.8% | +31.7% |
| 3Y | +138.5% | +258.6% | -120.1% | +67.3% |
| All | +147.0% | +241.9% | -94.9% | +78.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling