+1,504.8%
ASML vs BG
+95.6%
+1,409.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +2.1% | +4.1% | +5.6% |
| 7D | -0.8% | +7.4% | -8.2% | -3.0% |
| 30D | -14.9% | -1.5% | -13.4% | -14.7% |
| 3M | -13.0% | -6.1% | -6.9% | -11.9% |
| 6M | -4.7% | -18.0% | +13.3% | +0.2% |
| YTD | +42.3% | +15.6% | +26.7% | +32.5% |
| 1Y | +49.7% | +9.6% | +40.2% | +41.6% |
| 3Y | +144.3% | +6.3% | +138.0% | +126.9% |
| 5Y | +86.4% | +24.6% | +61.8% | +57.7% |
| 10Y | +1,504.8% | +98.1% | +1,406.7% | +888.8% |
| All | +1,504.8% | +95.6% | +1,409.2% | +888.8% |
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