+46.1%
ASML vs BG
+7.2%
+38.9%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +2.4% | -6.0% | -3.5% |
| 7D | -10.0% | -3.8% | -6.3% | -10.1% |
| 30D | -19.4% | -9.6% | -9.8% | -19.5% |
| 3M | -12.5% | -8.5% | -3.9% | -12.7% |
| 6M | +8.2% | -23.0% | +31.3% | +8.7% |
| YTD | +40.7% | +10.9% | +29.8% | +33.1% |
| 1Y | +46.1% | +6.0% | +40.2% | +36.6% |
| All | +46.1% | +7.2% | +38.9% | +36.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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