+106.5%
ASML vs BTDR
-44.0%
+150.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -8.6% | +8.5% | +0.7% |
| 7D | +4.9% | -6.9% | +11.8% | +5.5% |
| 30D | -9.3% | -31.5% | +22.3% | -6.3% |
| 3M | -19.0% | -36.1% | +17.1% | -16.2% |
| 6M | -5.2% | -57.6% | +52.4% | +0.6% |
| YTD | +40.6% | -50.0% | +90.7% | +46.3% |
| 1Y | +47.5% | -49.6% | +97.1% | +53.1% |
| 3Y | +133.9% | +48.5% | +85.3% | +127.1% |
| 5Y | +83.8% | -43.8% | +127.6% | +72.1% |
| All | +106.5% | -44.0% | +150.5% | +92.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 10y: compounded portfolio wealth divided by compounded BTDR 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…
10y analysis · Full analysis span regression · 6 months rolling