+1,323.9%
ASML vs BAH
+235.6%
+1,088.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +1.2% | -10.5% | -9.5% |
| 7D | -19.0% | +6.0% | -25.1% | -20.0% |
| 30D | -25.9% | +31.1% | -57.0% | -29.6% |
| 3M | -19.1% | +25.2% | -44.2% | -22.8% |
| 6M | -5.7% | +18.9% | -24.6% | -9.7% |
| YTD | +27.6% | +8.3% | +19.3% | +23.1% |
| 1Y | +30.8% | +6.2% | +24.6% | +26.5% |
| 3Y | +116.2% | -22.8% | +139.0% | +119.1% |
| 5Y | +67.7% | +13.6% | +54.1% | +45.8% |
| All | +1,323.9% | +235.6% | +1,088.3% | +848.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling