+4,753.3%
ASML vs BAH
+1,096.2%
+3,657.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.5% | -5.1% | -3.9% |
| 7D | -10.0% | +5.8% | -15.8% | -11.2% |
| 30D | -19.4% | +28.7% | -48.1% | -24.2% |
| 3M | -12.5% | +20.9% | -33.4% | -16.9% |
| 6M | +8.2% | +15.2% | -6.9% | +3.0% |
| YTD | +40.7% | +7.1% | +33.6% | +34.5% |
| 1Y | +46.1% | +6.4% | +39.8% | +39.5% |
| 3Y | +138.5% | -23.6% | +162.1% | +141.1% |
| 5Y | +84.2% | +11.5% | +72.7% | +61.7% |
| 10Y | +1,505.1% | +236.3% | +1,268.8% | +868.1% |
| All | +4,753.3% | +1,096.2% | +3,657.1% | +1,781.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling