+97,349.8%
ASML vs ARWR
-29.3%
+97,379.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.2% | +4.3% | +4.2% |
| 7D | +1.1% | +1.7% | -0.6% | +1.1% |
| 30D | +2.2% | -0.7% | +2.8% | +2.2% |
| 3M | -2.3% | +14.9% | -17.2% | -2.5% |
| 6M | +23.0% | +32.6% | -9.7% | +22.5% |
| YTD | +61.1% | +30.0% | +31.0% | +60.5% |
| 1Y | +129.1% | +208.4% | -79.2% | +126.1% |
| 3Y | +165.4% | +208.8% | -43.4% | +160.9% |
| 5Y | +109.5% | +27.8% | +81.6% | +107.2% |
| 10Y | +1,645.7% | +1,107.6% | +538.2% | +1,583.6% |
| All | +97,349.8% | -29.3% | +97,379.1% | +81,656.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling