+46.1%
ASML vs BR
-14.2%
+60.4%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +3.0% | -6.6% | -2.0% |
| 7D | -10.0% | +7.0% | -17.0% | -6.6% |
| 30D | -19.4% | +19.0% | -38.4% | -11.6% |
| 3M | -12.5% | +13.1% | -25.6% | -5.8% |
| 6M | +8.2% | +24.6% | -16.4% | +25.1% |
| YTD | +40.7% | -13.6% | +54.3% | +50.1% |
| 1Y | +46.1% | -13.1% | +59.3% | +56.2% |
| All | +46.1% | -14.2% | +60.4% | +56.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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