+140.3%
ASML vs BA
-9.6%
+150.0%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +2.1% | -5.7% | -4.3% |
| 7D | -10.0% | +5.9% | -15.9% | -11.8% |
| 30D | -19.4% | -8.2% | -11.3% | -17.3% |
| 3M | -12.5% | -25.4% | +12.9% | -3.5% |
| 6M | +8.2% | -20.0% | +28.2% | +15.9% |
| YTD | +40.7% | -18.5% | +59.2% | +48.9% |
| 1Y | +46.1% | -10.6% | +56.8% | +49.5% |
| All | +140.3% | -9.6% | +150.0% | +145.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling