+39.3%
ASML vs BTDR
-72.4%
+111.7%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +13.3% | -8.3% | +2.2% |
| 7D | -9.0% | -10.4% | +1.3% | -7.2% |
| 30D | -21.0% | -42.2% | +21.2% | -12.4% |
| 3M | -16.3% | -42.8% | +26.5% | -8.4% |
| 6M | -7.5% | -60.2% | +52.6% | +6.5% |
| YTD | +34.0% | -46.3% | +80.3% | +42.6% |
| 1Y | +39.3% | -71.7% | +110.9% | +52.2% |
| All | +39.3% | -72.4% | +111.7% | +52.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling