+75.5%
ASML vs BND
-1.7%
+77.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.1% | +5.1% | +5.1% |
| 7D | -9.0% | 0.0% | -9.1% | -9.1% |
| 30D | -21.0% | +2.3% | -23.2% | -22.8% |
| 3M | -16.3% | -0.6% | -15.7% | -15.9% |
| 6M | -7.5% | -1.3% | -6.2% | -6.2% |
| YTD | +34.0% | -0.7% | +34.7% | +35.4% |
| 1Y | +39.3% | -0.5% | +39.8% | +40.4% |
| 3Y | +128.9% | +14.7% | +114.1% | +95.9% |
| All | +75.5% | -1.7% | +77.2% | +49.1% |
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