+51.0%
ASML vs BG
+8.1%
+42.9%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.9% | +0.9% | +1.8% |
| 7D | +2.5% | +3.4% | -0.8% | +2.7% |
| 30D | -12.2% | -3.8% | -8.4% | -12.2% |
| 3M | -14.6% | -9.6% | -5.0% | -14.6% |
| 6M | -1.7% | -19.5% | +17.8% | -1.1% |
| YTD | +44.3% | +14.6% | +29.7% | +37.0% |
| 1Y | +51.0% | +6.6% | +44.4% | +39.3% |
| All | +51.0% | +8.1% | +42.9% | +39.3% |
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