+97,349.8%
ASML vs BRO
+11,416.7%
+85,933.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.6% | +5.7% | +4.9% |
| 7D | +1.1% | -2.6% | +3.7% | +2.2% |
| 30D | +2.2% | +0.9% | +1.3% | +1.5% |
| 3M | -2.3% | +24.8% | -27.1% | -13.9% |
| 6M | +23.0% | -0.1% | +23.0% | +18.7% |
| YTD | +61.1% | -9.7% | +70.8% | +61.8% |
| 1Y | +129.1% | -24.5% | +153.6% | +148.5% |
| 3Y | +165.4% | -1.6% | +167.0% | +145.3% |
| 5Y | +109.5% | +25.6% | +83.9% | +70.7% |
| 10Y | +1,645.7% | +309.8% | +1,335.9% | +712.9% |
| All | +97,349.8% | +11,416.7% | +85,933.1% | +16,854.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling