+102.1%
ASML vs BROS
+43.3%
+58.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.7% | +3.4% | +4.0% |
| 7D | +1.1% | -6.7% | +7.8% | +2.5% |
| 30D | +2.2% | -29.1% | +31.3% | +8.6% |
| 3M | -2.3% | -16.7% | +14.4% | 0.0% |
| 6M | +23.0% | -11.6% | +34.6% | +23.9% |
| YTD | +61.1% | -23.9% | +85.0% | +66.5% |
| 1Y | +129.1% | -34.8% | +163.9% | +142.6% |
| 3Y | +165.4% | +62.1% | +103.3% | +122.8% |
| All | +102.1% | +43.3% | +58.8% | +73.2% |
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