+7,385.4%
ASML vs BR
+1,321.0%
+6,064.4%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -3.4% | +7.5% | +6.0% |
| 7D | +1.1% | -5.3% | +6.4% | +4.0% |
| 30D | +2.2% | +6.4% | -4.3% | -1.8% |
| 3M | -2.3% | +13.6% | -15.9% | -10.8% |
| 6M | +23.0% | -6.7% | +29.7% | +23.6% |
| YTD | +61.1% | -21.1% | +82.2% | +76.9% |
| 1Y | +129.1% | -29.6% | +158.7% | +167.7% |
| 3Y | +165.4% | -2.4% | +167.7% | +150.3% |
| 5Y | +109.5% | +11.2% | +98.2% | +81.9% |
| 10Y | +1,645.7% | +191.8% | +1,453.9% | +764.9% |
| All | +7,385.4% | +1,321.0% | +6,064.4% | +1,485.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling