+1,644.6%
ASML vs B
+194.1%
+1,450.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.2% | +6.4% | +4.7% |
| 7D | +1.1% | -1.6% | +2.7% | +1.4% |
| 30D | +2.2% | +9.4% | -7.2% | -0.2% |
| 3M | -2.3% | +5.0% | -7.3% | -3.9% |
| 6M | +23.0% | -3.5% | +26.5% | +22.9% |
| YTD | +61.1% | +4.5% | +56.6% | +57.7% |
| 1Y | +129.1% | +67.8% | +61.3% | +102.3% |
| 3Y | +165.4% | +196.7% | -31.3% | +104.9% |
| 5Y | +109.5% | +151.9% | -42.5% | +63.3% |
| All | +1,644.6% | +194.1% | +1,450.5% | +1,219.2% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B 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 B 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