+129.1%
ASML vs BG
+50.1%
+79.0%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.2% | +5.3% | +4.2% |
| 7D | +1.1% | +2.8% | -1.7% | +0.9% |
| 30D | +2.2% | +12.0% | -9.9% | +1.4% |
| 3M | -2.3% | -7.7% | +5.4% | -1.3% |
| 6M | +23.0% | +4.5% | +18.5% | +21.2% |
| YTD | +61.1% | +35.7% | +25.4% | +52.1% |
| 1Y | +129.1% | +50.1% | +79.0% | +112.5% |
| All | +129.1% | +50.1% | +79.0% | +112.5% |
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