+39.3%
ASML vs ARM
+4.6%
+34.7%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +4.7% | +0.3% | +3.4% |
| 7D | -9.0% | -15.2% | +6.2% | -3.7% |
| 30D | -21.0% | -40.7% | +19.7% | -6.3% |
| 3M | -16.3% | -39.1% | +22.8% | -2.8% |
| 6M | -7.5% | -26.4% | +18.9% | -2.7% |
| YTD | +34.0% | +59.7% | -25.8% | -0.1% |
| 1Y | +39.3% | +10.3% | +28.9% | +29.4% |
| All | +39.3% | +4.6% | +34.7% | +29.4% |
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