+164.9%
ASML vs BAC
+132.7%
+32.2%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.1% | +4.2% | +4.2% |
| 7D | +1.1% | +1.1% | 0.0% | +0.6% |
| 30D | +2.2% | -0.4% | +2.6% | +2.3% |
| 3M | -2.3% | +16.9% | -19.2% | -9.3% |
| 6M | +23.0% | +26.6% | -3.6% | +10.1% |
| YTD | +61.1% | +15.8% | +45.3% | +49.6% |
| 1Y | +129.1% | +27.2% | +101.9% | +104.0% |
| All | +164.9% | +132.7% | +32.2% | +77.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling