+182.5%
ASML vs BRO
-7.2%
+189.6%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.4% | +0.4% | -2.5% |
| 7D | +2.8% | -7.6% | +10.5% | +1.2% |
| 30D | -0.2% | -6.9% | +6.6% | -1.5% |
| 3M | -2.6% | +12.8% | -15.4% | -1.3% |
| 6M | +27.9% | -5.9% | +33.7% | +30.1% |
| YTD | +62.4% | -15.9% | +78.3% | +66.2% |
| 1Y | +116.2% | -28.1% | +144.4% | +125.4% |
| All | +182.5% | -7.2% | +189.6% | +174.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling