+1,582.8%
ASML vs BG
+100.9%
+1,481.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.9% | +0.9% | +1.5% |
| 7D | +2.5% | +3.4% | -0.8% | +1.5% |
| 30D | -12.2% | -3.8% | -8.4% | -11.4% |
| 3M | -14.6% | -9.6% | -5.0% | -12.5% |
| 6M | -1.7% | -19.5% | +17.8% | +3.9% |
| YTD | +44.3% | +14.6% | +29.7% | +34.7% |
| 1Y | +51.0% | +6.6% | +44.4% | +44.2% |
| 3Y | +137.6% | +4.7% | +132.9% | +121.8% |
| 5Y | +92.7% | +22.1% | +70.7% | +64.3% |
| 10Y | +1,582.8% | +109.2% | +1,473.7% | +962.0% |
| All | +1,582.8% | +100.9% | +1,481.9% | +962.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling