+108.6%
ASML vs ATI
+1,074.8%
-966.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.0% | +1.2% | +3.0% |
| 7D | +1.1% | -0.1% | +1.2% | +1.1% |
| 30D | +2.2% | +2.7% | -0.5% | +0.9% |
| 3M | -2.3% | +16.3% | -18.6% | -7.9% |
| 6M | +23.0% | +30.2% | -7.2% | +10.9% |
| YTD | +61.1% | +83.6% | -22.5% | +28.2% |
| 1Y | +129.1% | +173.0% | -43.9% | +57.3% |
| 3Y | +165.4% | +356.6% | -191.3% | +44.2% |
| All | +108.6% | +1,074.8% | -966.3% | -14.8% |
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