+56.0%
ASML vs AS
+133.7%
-77.8%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -2.3% | -7.1% | -8.6% |
| 7D | -19.0% | +7.1% | -26.2% | -20.9% |
| 30D | -25.9% | +12.8% | -38.8% | -28.9% |
| 3M | -19.1% | -14.7% | -4.3% | -15.3% |
| 6M | -5.7% | -9.9% | +4.2% | -3.6% |
| YTD | +27.6% | -16.1% | +43.7% | +32.8% |
| 1Y | +30.8% | +0.2% | +30.6% | +28.7% |
| All | +56.0% | +133.7% | -77.8% | +21.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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