+114.2%
ASML vs BRO
-27.9%
+142.0%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.3% | -2.1% | -2.6% |
| 7D | +2.5% | -8.6% | +11.1% | -2.6% |
| 30D | -6.2% | -6.9% | +0.7% | -9.8% |
| 3M | -2.6% | +10.5% | -13.0% | +3.8% |
| 6M | +22.4% | -2.8% | +25.2% | +26.2% |
| YTD | +58.5% | -16.1% | +74.6% | +55.6% |
| 1Y | +114.2% | -27.6% | +141.8% | +102.5% |
| All | +114.2% | -27.9% | +142.0% | +102.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling