+47.5%
ASML vs BR
-11.4%
+58.9%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | +0.2% |
| 7D | +4.9% | +1.1% | +3.9% | +5.5% |
| 30D | -9.3% | +14.4% | -23.6% | -2.1% |
| 3M | -19.0% | +12.4% | -31.4% | -12.7% |
| 6M | -5.2% | +35.4% | -40.7% | +13.1% |
| YTD | +40.6% | -12.2% | +52.8% | +53.3% |
| 1Y | +47.5% | -12.7% | +60.3% | +60.1% |
| All | +47.5% | -11.4% | +58.9% | +60.1% |
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