+1,323.9%
ASML vs BIL
+25.2%
+1,298.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | 0.0% | -9.3% | -9.3% |
| 7D | -19.0% | -0.3% | -18.8% | -19.5% |
| 30D | -25.9% | 0.0% | -25.9% | -25.7% |
| 3M | -19.1% | +0.3% | -19.4% | -17.2% |
| 6M | -5.7% | +1.2% | -6.9% | +0.5% |
| YTD | +27.6% | +2.4% | +25.2% | +41.6% |
| 1Y | +30.8% | +3.0% | +27.8% | +48.5% |
| 3Y | +116.2% | +13.1% | +103.1% | +174.1% |
| 5Y | +67.7% | +19.4% | +48.3% | +116.5% |
| All | +1,323.9% | +25.2% | +1,298.8% | +2,033.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BIL.
Daily Out/Under-Performance
Portfolio return minus BIL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIL 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 BIL 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