+1,323.9%
ASML vs ARWR
+894.1%
+429.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -6.8% | -2.5% | -8.3% |
| 7D | -19.0% | -5.0% | -14.0% | -18.4% |
| 30D | -25.9% | -6.6% | -19.3% | -25.2% |
| 3M | -19.1% | -33.9% | +14.8% | -14.2% |
| 6M | -5.7% | -23.3% | +17.6% | -2.7% |
| YTD | +27.6% | -13.5% | +41.0% | +28.8% |
| 1Y | +30.8% | +42.5% | -11.8% | +22.0% |
| 3Y | +116.2% | +104.1% | +12.1% | +80.1% |
| 5Y | +67.7% | -28.8% | +96.5% | +54.2% |
| All | +1,323.9% | +894.1% | +429.8% | +909.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 ARWR 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