+128.9%
ASML vs BROS
+25.7%
+103.2%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -2.3% | +7.3% | +5.5% |
| 7D | -9.0% | -21.2% | +12.2% | -4.9% |
| 30D | -21.0% | -11.6% | -9.4% | -19.2% |
| 3M | -16.3% | -36.7% | +20.4% | -9.1% |
| 6M | -7.5% | -42.8% | +35.3% | +0.9% |
| YTD | +34.0% | -44.8% | +78.8% | +46.3% |
| 1Y | +39.3% | -36.5% | +75.8% | +47.3% |
| 3Y | +128.9% | +27.0% | +101.9% | +105.7% |
| All | +128.9% | +25.7% | +103.2% | +105.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 BROS 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