+93.0%
ASML vs BAH
+10.2%
+82.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.4% |
| 7D | -2.9% | +0.5% | -3.3% | -2.9% |
| 30D | -15.2% | +18.2% | -33.4% | -16.3% |
| 3M | -12.9% | +13.1% | -26.0% | -13.8% |
| 6M | -5.0% | +15.2% | -20.2% | -6.1% |
| YTD | +41.8% | +6.0% | +35.8% | +40.6% |
| 1Y | +46.0% | +3.1% | +42.9% | +45.4% |
| 3Y | +133.5% | -26.2% | +159.7% | +139.0% |
| 5Y | +93.0% | +9.3% | +83.7% | +60.9% |
| All | +93.0% | +10.2% | +82.8% | +60.9% |
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 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