+1,534.9%
ASML vs BR
+271.1%
+1,263.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.5% |
| 7D | -2.9% | +5.0% | -7.9% | -5.4% |
| 30D | -15.2% | +16.6% | -31.8% | -22.2% |
| 3M | -12.9% | +12.0% | -24.9% | -19.2% |
| 6M | -5.0% | +30.7% | -35.8% | -20.9% |
| YTD | +41.8% | -11.9% | +53.7% | +48.3% |
| 1Y | +46.0% | -11.6% | +57.6% | +52.0% |
| 3Y | +133.5% | +15.0% | +118.5% | +95.3% |
| 5Y | +93.0% | +18.1% | +74.9% | +55.5% |
| 10Y | +1,534.9% | +278.6% | +1,256.3% | +564.7% |
| All | +1,534.9% | +271.1% | +1,263.8% | +564.7% |
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