+96.9%
ASML vs AS
+120.4%
-23.5%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.6% | +0.6% | +3.0% |
| 7D | +1.1% | -4.9% | +6.0% | +2.7% |
| 30D | +2.2% | -19.6% | +21.8% | +9.3% |
| 3M | -2.3% | -14.4% | +12.1% | +2.0% |
| 6M | +23.0% | -20.1% | +43.1% | +31.0% |
| YTD | +61.1% | -20.9% | +82.0% | +71.4% |
| 1Y | +129.1% | -21.9% | +151.0% | +143.7% |
| All | +96.9% | +120.4% | -23.5% | +57.0% |
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