+75.5%
ASML vs ATI
+871.8%
-796.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +4.4% | +0.6% | +3.1% |
| 7D | -9.0% | +6.2% | -15.2% | -11.2% |
| 30D | -21.0% | -7.1% | -13.9% | -18.6% |
| 3M | -16.3% | -21.3% | +5.0% | -7.7% |
| 6M | -7.5% | +6.5% | -14.0% | -9.8% |
| YTD | +34.0% | +53.2% | -19.2% | +14.1% |
| 1Y | +39.3% | +82.7% | -43.4% | +11.0% |
| 3Y | +128.9% | +314.3% | -185.5% | +27.0% |
| All | +75.5% | +871.8% | -796.3% | -29.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling