+1,323.9%
ASML vs BA
+32.5%
+1,291.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -2.5% | -6.8% | -8.4% |
| 7D | -19.0% | -0.1% | -19.0% | -19.0% |
| 30D | -25.9% | -9.1% | -16.8% | -23.6% |
| 3M | -19.1% | -28.2% | +9.1% | -9.2% |
| 6M | -5.7% | -23.1% | +17.4% | +2.7% |
| YTD | +27.6% | -20.6% | +48.1% | +36.9% |
| 1Y | +30.8% | -12.7% | +43.5% | +35.3% |
| 3Y | +116.2% | -11.6% | +127.8% | +115.2% |
| 5Y | +67.7% | -23.1% | +90.8% | +70.7% |
| All | +1,323.9% | +32.5% | +1,291.4% | +1,374.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BA.
Daily Out/Under-Performance
Portfolio return minus BA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BA 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 BA 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