+164.9%
ASML vs BR
-2.4%
+167.4%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -3.4% | +7.5% | +4.3% |
| 7D | +1.1% | -5.3% | +6.4% | +1.3% |
| 30D | +2.2% | +6.4% | -4.3% | +1.8% |
| 3M | -2.3% | +13.6% | -15.9% | -2.4% |
| 6M | +23.0% | -6.7% | +29.7% | +28.4% |
| YTD | +61.1% | -21.1% | +82.2% | +79.1% |
| 1Y | +129.1% | -29.6% | +158.7% | +168.0% |
| All | +164.9% | -2.4% | +167.4% | +139.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling