+60.1%
ASML vs BROS
+6.4%
+53.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -21.4% | +12.1% | -5.1% |
| 7D | -19.0% | -21.4% | +2.4% | -15.2% |
| 30D | -25.9% | -11.5% | -14.4% | -24.4% |
| 3M | -19.1% | -47.4% | +28.3% | -9.1% |
| 6M | -5.7% | -39.5% | +33.8% | +2.1% |
| YTD | +27.6% | -43.5% | +71.1% | +39.3% |
| 1Y | +30.8% | -37.8% | +68.6% | +39.6% |
| 3Y | +116.2% | +30.5% | +85.7% | +89.0% |
| 5Y | +67.7% | -49.1% | +116.8% | +58.6% |
| All | +60.1% | +6.4% | +53.7% | +44.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling