+23.0%
ASML vs BROS
-12.6%
+35.6%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.7% | +3.4% | +4.0% |
| 7D | +1.1% | -6.7% | +7.8% | +2.2% |
| 30D | +2.2% | -29.1% | +31.3% | +7.9% |
| 3M | -2.3% | -16.7% | +14.4% | -4.2% |
| 6M | +23.0% | -11.6% | +34.6% | +16.1% |
| All | +23.0% | -12.6% | +35.6% | +16.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling