+1,534.9%
ASML vs ATI
+1,024.4%
+510.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | 0.0% |
| 7D | -2.9% | +1.3% | -4.2% | -3.1% |
| 30D | -15.2% | -4.8% | -10.4% | -14.0% |
| 3M | -12.9% | -19.9% | +7.0% | -7.2% |
| 6M | -5.0% | +15.4% | -20.4% | -8.5% |
| YTD | +41.8% | +59.2% | -17.4% | +25.4% |
| 1Y | +46.0% | +86.3% | -40.2% | +23.8% |
| 3Y | +133.5% | +318.2% | -184.8% | +55.7% |
| 5Y | +93.0% | +958.6% | -865.6% | +2.0% |
| 10Y | +1,534.9% | +996.8% | +538.2% | +755.5% |
| All | +1,534.9% | +1,024.4% | +510.5% | +755.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ATI.
Daily Out/Under-Performance
Portfolio return minus ATI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ATI 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 ATI 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