+123.9%
ASML vs ARM
+197.2%
-73.3%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -13.1% | +3.7% | -5.4% |
| 7D | -19.0% | -27.1% | +8.1% | -11.1% |
| 30D | -25.9% | -44.9% | +19.0% | -12.0% |
| 3M | -19.1% | -39.3% | +20.2% | -7.4% |
| 6M | -5.7% | -20.2% | +14.4% | -2.9% |
| YTD | +27.6% | +52.5% | -24.9% | +8.0% |
| 1Y | +30.8% | +4.1% | +26.7% | +22.8% |
| 3Y | +116.2% | +211.7% | -95.5% | +58.2% |
| All | +123.9% | +197.2% | -73.3% | +69.1% |
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