+1,323.9%
ASML vs BAC
+269.0%
+1,055.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -3.6% | -5.7% | -7.6% |
| 7D | -19.0% | -2.7% | -16.3% | -17.9% |
| 30D | -25.9% | -8.0% | -17.9% | -22.9% |
| 3M | -19.1% | -20.9% | +1.9% | -9.8% |
| 6M | -5.7% | -5.4% | -0.4% | -3.7% |
| YTD | +27.6% | -8.1% | +35.7% | +32.0% |
| 1Y | +30.8% | -3.1% | +33.9% | +32.0% |
| 3Y | +116.2% | +88.1% | +28.1% | +56.6% |
| 5Y | +67.7% | +19.7% | +47.9% | +47.7% |
| All | +1,323.9% | +269.0% | +1,055.0% | +879.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BAC.
Daily Out/Under-Performance
Portfolio return minus BAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAC 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 BAC 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