+51.0%
ASML vs BNY
+40.1%
+10.9%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.0% | +0.7% | +1.0% |
| 7D | +2.5% | 0.0% | +2.6% | +2.7% |
| 30D | -12.2% | +7.4% | -19.6% | -15.9% |
| 3M | -14.6% | -4.3% | -10.3% | -12.0% |
| 6M | -1.7% | +16.2% | -18.0% | -10.7% |
| YTD | +44.3% | +33.9% | +10.4% | +16.0% |
| 1Y | +51.0% | +39.7% | +11.3% | +18.5% |
| All | +51.0% | +40.1% | +10.9% | +18.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling