-7.5%
ASML vs BLK
+11.8%
-19.3%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +0.7% | +4.3% | +4.8% |
| 7D | -9.0% | +2.7% | -11.7% | -9.5% |
| 30D | -21.0% | +10.2% | -31.2% | -22.8% |
| 3M | -16.3% | +4.9% | -21.2% | -17.3% |
| 6M | -7.5% | +11.0% | -18.5% | -8.0% |
| All | -7.5% | +11.8% | -19.3% | -8.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling