+1,395.4%
ASML vs BG
+90.1%
+1,305.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +0.6% | +4.5% | +4.8% |
| 7D | -9.0% | +2.5% | -11.6% | -9.8% |
| 30D | -21.0% | -6.1% | -14.9% | -19.7% |
| 3M | -16.3% | -8.5% | -7.8% | -14.6% |
| 6M | -7.5% | -20.4% | +12.9% | -1.9% |
| YTD | +34.0% | +13.3% | +20.7% | +25.5% |
| 1Y | +39.3% | +7.3% | +32.0% | +32.6% |
| 3Y | +128.9% | +2.6% | +126.3% | +115.0% |
| 5Y | +76.1% | +22.0% | +54.1% | +50.0% |
| All | +1,395.4% | +90.1% | +1,305.3% | +826.9% |
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