+133.9%
ASML vs BR
+14.9%
+118.9%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | -0.1% |
| 7D | +4.9% | +1.1% | +3.9% | +5.1% |
| 30D | -9.3% | +14.4% | -23.6% | -8.3% |
| 3M | -19.0% | +12.4% | -31.4% | -18.1% |
| 6M | -5.2% | +35.4% | -40.7% | -4.8% |
| YTD | +40.6% | -12.2% | +52.8% | +57.4% |
| 1Y | +47.5% | -12.7% | +60.3% | +65.3% |
| 3Y | +133.9% | +14.3% | +119.6% | +127.1% |
| All | +133.9% | +14.9% | +118.9% | +127.1% |
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 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