+1,670.8%
ASML vs BR
+191.0%
+1,479.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -3.4% | +7.5% | +6.0% |
| 7D | +1.1% | -5.3% | +6.4% | +3.9% |
| 30D | +2.2% | +6.4% | -4.3% | -1.8% |
| 3M | -2.3% | +13.6% | -15.9% | -10.7% |
| 6M | +23.0% | -6.7% | +29.7% | +24.6% |
| YTD | +61.1% | -21.1% | +82.2% | +80.3% |
| 1Y | +129.1% | -29.6% | +158.7% | +175.2% |
| 3Y | +165.4% | -2.4% | +167.7% | +147.3% |
| 5Y | +109.5% | +11.2% | +98.2% | +74.6% |
| All | +1,670.8% | +191.0% | +1,479.8% | +727.5% |
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