+164.9%
ASML vs ATI
+363.8%
-198.8%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.0% | +1.2% | +2.9% |
| 7D | +1.1% | -0.1% | +1.2% | +1.1% |
| 30D | +2.2% | +2.7% | -0.5% | +0.8% |
| 3M | -2.3% | +16.3% | -18.6% | -8.2% |
| 6M | +23.0% | +30.2% | -7.2% | +10.2% |
| YTD | +61.1% | +83.6% | -22.5% | +27.9% |
| 1Y | +129.1% | +173.0% | -43.9% | +57.8% |
| All | +164.9% | +363.8% | -198.8% | +47.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling