+97,349.8%
ASML vs BAC
+1,030.9%
+96,318.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.6% | +4.7% | +4.4% |
| 7D | +1.1% | +0.6% | +0.5% | +0.9% |
| 30D | +2.2% | -0.9% | +3.1% | +2.4% |
| 3M | -2.3% | +16.3% | -18.6% | -7.7% |
| 6M | +23.0% | +26.0% | -3.0% | +13.0% |
| YTD | +61.1% | +15.2% | +45.9% | +52.6% |
| 1Y | +129.1% | +26.5% | +102.6% | +109.7% |
| 3Y | +165.4% | +132.4% | +32.9% | +93.0% |
| 5Y | +109.5% | +72.6% | +36.9% | +68.8% |
| 10Y | +1,645.7% | +389.7% | +1,256.0% | +837.5% |
| All | +97,349.8% | +1,030.9% | +96,318.9% | +24,373.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling