+1,559.3%
ASML vs BRO
+289.6%
+1,269.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.2% | -1.3% | -2.0% |
| 7D | +10.4% | -5.1% | +15.5% | +12.4% |
| 30D | -12.7% | +10.4% | -23.2% | -17.0% |
| 3M | -17.2% | -0.5% | -16.7% | -18.4% |
| 6M | -1.3% | +27.1% | -28.4% | -15.8% |
| YTD | +40.8% | -10.6% | +51.4% | +42.0% |
| 1Y | +45.2% | -11.1% | +56.4% | +46.6% |
| 3Y | +131.8% | -1.0% | +132.8% | +102.4% |
| 5Y | +84.0% | +13.4% | +70.6% | +43.0% |
| All | +1,559.3% | +289.6% | +1,269.7% | +484.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 BRO 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