+128.9%
ASML vs BAC
+85.9%
+42.9%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.7% | +5.7% | +5.3% |
| 7D | -9.0% | -1.2% | -7.8% | -8.5% |
| 30D | -21.0% | -7.7% | -13.3% | -18.0% |
| 3M | -16.3% | -21.2% | +4.9% | -7.0% |
| 6M | -7.5% | -6.8% | -0.7% | -5.0% |
| YTD | +34.0% | -8.7% | +42.7% | +38.4% |
| 1Y | +39.3% | -5.3% | +44.6% | +41.6% |
| 3Y | +128.9% | +87.4% | +41.4% | +71.7% |
| All | +128.9% | +85.9% | +42.9% | +71.7% |
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