+45.2%
ASML vs BLK
+14.4%
+30.8%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.8% | -1.6% | -1.9% |
| 7D | +10.4% | +3.9% | +6.4% | +7.9% |
| 30D | -12.7% | +14.1% | -26.8% | -19.2% |
| 3M | -17.2% | +5.3% | -22.5% | -19.6% |
| 6M | -1.3% | +12.6% | -13.9% | -7.9% |
| YTD | +40.8% | +15.5% | +25.3% | +27.0% |
| 1Y | +45.2% | +13.6% | +31.6% | +32.3% |
| All | +45.2% | +14.4% | +30.8% | +32.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BLK.
Daily Out/Under-Performance
Portfolio return minus BLK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLK 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 BLK 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