+1,580.6%
ASML vs BNY
+328.3%
+1,252.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.0% | +0.7% | +1.2% |
| 7D | +2.5% | 0.0% | +2.6% | +2.8% |
| 30D | -12.2% | +7.4% | -19.6% | -15.4% |
| 3M | -14.6% | -4.3% | -10.3% | -12.4% |
| 6M | -1.7% | +16.2% | -18.0% | -9.5% |
| YTD | +44.3% | +33.9% | +10.4% | +22.8% |
| 1Y | +51.0% | +39.7% | +11.3% | +25.6% |
| 3Y | +137.6% | +258.0% | -120.4% | +17.8% |
| 5Y | +92.7% | +191.4% | -98.6% | +4.0% |
| 10Y | +1,580.6% | +322.0% | +1,258.6% | +643.3% |
| All | +1,580.6% | +328.3% | +1,252.3% | +643.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BNY.
Daily Out/Under-Performance
Portfolio return minus BNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNY 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 BNY 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