+85,040.9%
ASML vs ARWR
-49.5%
+85,090.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +3.6% | -7.2% | -3.6% |
| 7D | -10.0% | +2.4% | -12.4% | -10.0% |
| 30D | -19.4% | -1.1% | -18.3% | -19.4% |
| 3M | -12.5% | -31.2% | +18.7% | -12.1% |
| 6M | +8.2% | -19.3% | +27.5% | +8.4% |
| YTD | +40.7% | -7.1% | +47.9% | +40.7% |
| 1Y | +46.1% | +62.9% | -16.7% | +45.2% |
| 3Y | +138.5% | +119.0% | +19.5% | +135.4% |
| 5Y | +84.2% | -24.4% | +108.6% | +83.1% |
| 10Y | +1,505.1% | +985.4% | +519.7% | +1,451.5% |
| All | +85,040.9% | -49.5% | +85,090.5% | +71,580.7% |
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 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