+1,557.1%
ASML vs BR
+277.7%
+1,279.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | -0.4% |
| 7D | +4.9% | +1.1% | +3.9% | +4.4% |
| 30D | -9.3% | +14.4% | -23.6% | -15.9% |
| 3M | -19.0% | +12.4% | -31.4% | -25.0% |
| 6M | -5.2% | +35.4% | -40.7% | -22.6% |
| YTD | +40.6% | -12.2% | +52.8% | +47.2% |
| 1Y | +47.5% | -12.7% | +60.3% | +54.9% |
| 3Y | +133.9% | +14.3% | +119.6% | +96.5% |
| 5Y | +83.8% | +19.3% | +64.5% | +47.1% |
| All | +1,557.1% | +277.7% | +1,279.4% | +578.6% |
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