+72.0%
ASML vs AS
+139.2%
-67.1%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +5.1% | -8.7% | -5.2% |
| 7D | -10.0% | +13.8% | -23.8% | -13.8% |
| 30D | -19.4% | +16.7% | -36.1% | -23.6% |
| 3M | -12.5% | -11.5% | -1.0% | -9.6% |
| 6M | +8.2% | -5.5% | +13.7% | +8.9% |
| YTD | +40.7% | -14.2% | +54.9% | +45.3% |
| 1Y | +46.1% | +2.1% | +44.1% | +42.9% |
| All | +72.0% | +139.2% | -67.1% | +33.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling