+106.8%
ASML vs BTDR
-38.7%
+145.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -12.8% | +10.4% | -1.2% |
| 7D | +10.4% | +15.4% | -5.1% | +8.7% |
| 30D | -12.7% | -33.4% | +20.7% | -9.7% |
| 3M | -17.2% | -32.0% | +14.9% | -14.8% |
| 6M | -1.3% | -52.2% | +50.9% | +3.7% |
| YTD | +40.8% | -45.3% | +86.1% | +45.2% |
| 1Y | +45.2% | -56.0% | +101.2% | +51.3% |
| 3Y | +131.8% | +54.4% | +77.4% | +123.3% |
| 5Y | +84.0% | -38.5% | +122.5% | +70.9% |
| All | +106.8% | -38.7% | +145.5% | +91.2% |
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