+108.6%
ASML vs BAH
-3.4%
+112.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.5% | +5.6% | +4.3% |
| 7D | +1.1% | -3.2% | +4.3% | +1.4% |
| 30D | +2.2% | +2.0% | +0.2% | +1.9% |
| 3M | -2.3% | -7.6% | +5.3% | -1.3% |
| 6M | +23.0% | -5.7% | +28.6% | +23.3% |
| YTD | +61.1% | -11.7% | +72.8% | +62.1% |
| 1Y | +129.1% | -27.4% | +156.5% | +139.1% |
| 3Y | +165.4% | -32.5% | +197.9% | +167.7% |
| All | +108.6% | -3.4% | +112.0% | +79.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling