+7,506.2%
ASML vs BG
+931.4%
+6,574.9%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.4% | +0.2% |
| 7D | -2.9% | +5.0% | -7.8% | -4.4% |
| 30D | -15.2% | -3.2% | -12.0% | -14.5% |
| 3M | -12.9% | -11.2% | -1.7% | -10.1% |
| 6M | -5.0% | -19.4% | +14.4% | +0.5% |
| YTD | +41.8% | +13.6% | +28.2% | +33.2% |
| 1Y | +46.0% | +7.3% | +38.8% | +39.5% |
| 3Y | +133.5% | +3.8% | +129.7% | +119.3% |
| 5Y | +93.0% | +23.2% | +69.8% | +66.9% |
| 10Y | +1,534.9% | +97.9% | +1,437.0% | +1,028.9% |
| All | +7,506.2% | +931.4% | +6,574.9% | +3,707.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling