+1,395.4%
ASML vs BP
+131.5%
+1,263.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.4% | +5.4% | +5.2% |
| 7D | -9.0% | -11.6% | +2.6% | -4.9% |
| 30D | -21.0% | 0.0% | -21.0% | -21.2% |
| 3M | -16.3% | +6.7% | -23.0% | -18.8% |
| 6M | -7.5% | +2.2% | -9.7% | -9.4% |
| YTD | +34.0% | +33.0% | +1.0% | +16.4% |
| 1Y | +39.3% | +30.7% | +8.6% | +21.5% |
| 3Y | +128.9% | +44.2% | +84.7% | +88.7% |
| 5Y | +76.1% | +105.1% | -29.1% | +22.1% |
| All | +1,395.4% | +131.5% | +1,263.9% | +895.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 BP 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