+1,559.3%
ASML vs BAC
+225.3%
+1,334.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.3% | -2.1% | -2.3% |
| 7D | +10.4% | +1.5% | +8.8% | +9.6% |
| 30D | -12.7% | -6.4% | -6.3% | -9.9% |
| 3M | -17.2% | -21.7% | +4.5% | -7.1% |
| 6M | -1.3% | +0.5% | -1.8% | -2.0% |
| YTD | +40.8% | -6.7% | +47.5% | +44.8% |
| 1Y | +45.2% | -4.7% | +49.9% | +47.8% |
| 3Y | +131.8% | +96.1% | +35.7% | +63.7% |
| 5Y | +84.0% | +21.7% | +62.3% | +60.6% |
| All | +1,559.3% | +225.3% | +1,334.0% | +942.8% |
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