+84.2%
ASML vs B
+143.2%
-59.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +8.3% | -11.9% | -5.9% |
| 7D | -10.0% | +1.1% | -11.1% | -10.5% |
| 30D | -19.4% | +0.3% | -19.8% | -19.6% |
| 3M | -12.5% | +5.4% | -17.9% | -14.5% |
| 6M | +8.2% | +5.5% | +2.7% | +5.4% |
| YTD | +40.7% | -6.3% | +47.0% | +40.6% |
| 1Y | +46.1% | +29.4% | +16.8% | +34.2% |
| 3Y | +138.5% | +160.3% | -21.8% | +78.7% |
| 5Y | +84.2% | +144.6% | -60.4% | +36.6% |
| All | +84.2% | +143.2% | -59.0% | +36.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling