+97,349.8%
ASML vs B
+197.4%
+97,152.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.2% | +6.4% | +4.4% |
| 7D | +1.1% | -1.6% | +2.7% | +1.3% |
| 30D | +2.2% | +9.4% | -7.2% | +0.9% |
| 3M | -2.3% | +5.0% | -7.3% | -3.1% |
| 6M | +23.0% | -3.5% | +26.5% | +23.1% |
| YTD | +61.1% | +4.5% | +56.6% | +59.5% |
| 1Y | +129.1% | +67.8% | +61.3% | +114.4% |
| 3Y | +165.4% | +196.7% | -31.3% | +131.1% |
| 5Y | +109.5% | +151.9% | -42.5% | +84.1% |
| 10Y | +1,645.7% | +202.2% | +1,443.6% | +1,378.8% |
| All | +97,349.8% | +197.4% | +97,152.4% | +82,086.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling