+67.7%
ASML vs ATI
+894.3%
-826.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -6.0% | -3.3% | -6.8% |
| 7D | -19.0% | -3.8% | -15.2% | -17.6% |
| 30D | -25.9% | -13.5% | -12.4% | -21.3% |
| 3M | -19.1% | -17.9% | -1.1% | -12.4% |
| 6M | -5.7% | +8.4% | -14.1% | -8.5% |
| YTD | +27.6% | +46.7% | -19.1% | +10.6% |
| 1Y | +30.8% | +74.5% | -43.7% | +6.3% |
| 3Y | +116.2% | +303.7% | -187.5% | +21.4% |
| 5Y | +67.7% | +848.9% | -781.3% | -33.0% |
| All | +67.7% | +894.3% | -826.7% | -33.0% |
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 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