+39.3%
ASML vs BAH
+2.0%
+37.3%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -4.4% | +9.5% | +3.8% |
| 7D | -9.0% | -3.5% | -5.5% | -9.8% |
| 30D | -21.0% | +24.3% | -45.2% | -16.6% |
| 3M | -16.3% | +16.3% | -32.6% | -12.7% |
| 6M | -7.5% | +13.6% | -21.1% | -2.1% |
| YTD | +34.0% | +3.5% | +30.5% | +40.2% |
| 1Y | +39.3% | +2.7% | +36.6% | +49.0% |
| All | +39.3% | +2.0% | +37.3% | +49.0% |
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 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