+5,454.9%
ASML vs BAH
+886.2%
+4,568.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.5% | +5.6% | +4.5% |
| 7D | +1.1% | -3.2% | +4.3% | +1.9% |
| 30D | +2.2% | +2.0% | +0.2% | +1.5% |
| 3M | -2.3% | -7.6% | +5.3% | -1.1% |
| 6M | +23.0% | -5.7% | +28.6% | +22.6% |
| YTD | +61.1% | -11.7% | +72.8% | +61.9% |
| 1Y | +129.1% | -27.4% | +156.5% | +141.9% |
| 3Y | +165.4% | -32.5% | +197.9% | +175.4% |
| 5Y | +109.5% | -3.3% | +112.8% | +89.7% |
| 10Y | +1,645.7% | +186.0% | +1,459.7% | +995.4% |
| All | +5,454.9% | +886.2% | +4,568.7% | +2,164.6% |
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