+108.6%
ASML vs BND
-1.3%
+109.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | 0.0% | +4.1% | +4.1% |
| 7D | +1.1% | -0.1% | +1.3% | +1.3% |
| 30D | +2.2% | -0.4% | +2.5% | +2.6% |
| 3M | -2.3% | -0.6% | -1.7% | -1.6% |
| 6M | +23.0% | -1.4% | +24.4% | +25.0% |
| YTD | +61.1% | -0.2% | +61.3% | +62.0% |
| 1Y | +129.1% | +1.3% | +127.8% | +127.3% |
| 3Y | +165.4% | +13.2% | +152.2% | +131.0% |
| All | +108.6% | -1.3% | +109.9% | +89.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BND.
Daily Out/Under-Performance
Portfolio return minus BND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BND 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 5y: compounded portfolio wealth divided by compounded BND 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…
5y analysis · Full analysis span regression · 6 months rolling