+129.1%
ASML vs BAH
-28.2%
+157.3%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.5% | +5.6% | +3.9% |
| 7D | +1.1% | -3.2% | +4.3% | +0.6% |
| 30D | +2.2% | +2.0% | +0.2% | +2.6% |
| 3M | -2.3% | -7.6% | +5.3% | -1.6% |
| 6M | +23.0% | -5.7% | +28.6% | +24.1% |
| YTD | +61.1% | -11.7% | +72.8% | +62.6% |
| 1Y | +129.1% | -27.4% | +156.5% | +134.9% |
| All | +129.1% | -28.2% | +157.3% | +134.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 1y: compounded portfolio wealth divided by compounded BAH 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…
1y analysis · Full analysis span regression · 6 months rolling