-1.3%
ASML vs BNY
+16.6%
-17.9%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.1% | -2.5% | -2.5% |
| 7D | +10.4% | +3.6% | +6.8% | +7.4% |
| 30D | -12.7% | +8.8% | -21.5% | -17.1% |
| 3M | -17.2% | -5.8% | -11.4% | -13.5% |
| 6M | -1.3% | +15.5% | -16.8% | -11.7% |
| All | -1.3% | +16.6% | -17.9% | -11.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling