+1,395.4%
ASML vs BR
+250.0%
+1,145.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -1.8% | +6.8% | +5.9% |
| 7D | -9.0% | +6.5% | -15.5% | -12.1% |
| 30D | -21.0% | +18.9% | -39.9% | -28.3% |
| 3M | -16.3% | +16.3% | -32.6% | -24.0% |
| 6M | -7.5% | +26.2% | -33.7% | -21.5% |
| YTD | +34.0% | -13.1% | +47.1% | +41.0% |
| 1Y | +39.3% | -10.5% | +49.7% | +43.3% |
| 3Y | +128.9% | +13.3% | +115.5% | +93.0% |
| 5Y | +76.1% | +19.9% | +56.2% | +40.3% |
| All | +1,395.4% | +250.0% | +1,145.4% | +542.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling