+30.8%
ASML vs B
+28.2%
+2.6%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +0.5% | -9.9% | -9.5% |
| 7D | -19.0% | +4.3% | -23.4% | -20.3% |
| 30D | -25.9% | -0.9% | -25.0% | -25.7% |
| 3M | -19.1% | -1.4% | -17.7% | -19.4% |
| 6M | -5.7% | +5.0% | -10.8% | -9.3% |
| YTD | +27.6% | -5.8% | +33.4% | +25.0% |
| 1Y | +30.8% | +25.6% | +5.2% | +16.7% |
| All | +30.8% | +28.2% | +2.6% | +16.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling