+1,557.1%
ASML vs BAH
+198.8%
+1,358.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.1% | -0.1% |
| 7D | +4.9% | +1.7% | +3.2% | +4.6% |
| 30D | -9.3% | +20.8% | -30.1% | -12.6% |
| 3M | -19.0% | +11.6% | -30.5% | -21.1% |
| 6M | -5.2% | +23.1% | -28.3% | -10.1% |
| YTD | +40.6% | +5.3% | +35.3% | +36.2% |
| 1Y | +47.5% | +6.1% | +41.4% | +42.2% |
| 3Y | +133.9% | -27.5% | +161.4% | +140.8% |
| 5Y | +83.8% | +6.2% | +77.6% | +62.2% |
| All | +1,557.1% | +198.8% | +1,358.3% | +983.6% |
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