+1,600.6%
ASML vs BAH
+199.0%
+1,401.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.6% | +2.4% | +1.9% |
| 7D | +2.5% | -1.6% | +4.1% | +2.8% |
| 30D | -12.2% | +18.0% | -30.2% | -15.0% |
| 3M | -14.6% | +11.4% | -26.0% | -16.8% |
| 6M | -1.7% | +17.7% | -19.4% | -6.0% |
| YTD | +44.3% | +5.4% | +38.9% | +39.8% |
| 1Y | +51.0% | +2.8% | +48.2% | +46.9% |
| 3Y | +137.6% | -26.7% | +164.2% | +143.7% |
| 5Y | +92.7% | +8.1% | +84.7% | +69.2% |
| All | +1,600.6% | +199.0% | +1,401.6% | +1,011.9% |
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 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