+67.7%
ASML vs ARWR
-29.8%
+97.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -6.8% | -2.5% | -7.9% |
| 7D | -19.0% | -5.0% | -14.0% | -18.1% |
| 30D | -25.9% | -6.6% | -19.3% | -24.9% |
| 3M | -19.1% | -33.9% | +14.8% | -12.2% |
| 6M | -5.7% | -23.3% | +17.6% | -1.6% |
| YTD | +27.6% | -13.5% | +41.0% | +29.0% |
| 1Y | +30.8% | +42.5% | -11.8% | +18.0% |
| 3Y | +116.2% | +104.1% | +12.1% | +62.9% |
| 5Y | +67.7% | -28.8% | +96.5% | +52.4% |
| All | +67.7% | -29.8% | +97.5% | +52.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling