+85,040.9%
ASML vs BA
+1,096.3%
+83,944.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +2.1% | -5.7% | -4.6% |
| 7D | -10.0% | +5.9% | -15.9% | -12.5% |
| 30D | -19.4% | -8.2% | -11.3% | -16.6% |
| 3M | -12.5% | -25.4% | +12.9% | -0.5% |
| 6M | +8.2% | -20.0% | +28.2% | +18.3% |
| YTD | +40.7% | -18.5% | +59.2% | +51.8% |
| 1Y | +46.1% | -10.6% | +56.8% | +50.4% |
| 3Y | +138.5% | -9.3% | +147.7% | +132.0% |
| 5Y | +84.2% | -16.9% | +101.1% | +81.2% |
| 10Y | +1,505.1% | +37.9% | +1,467.3% | +834.5% |
| All | +85,040.9% | +1,096.3% | +83,944.6% | +13,036.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling