+96.8%
ASML vs BTDR
-39.9%
+136.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +13.3% | -8.3% | +3.8% |
| 7D | -9.0% | -10.4% | +1.3% | -8.2% |
| 30D | -21.0% | -42.2% | +21.2% | -17.2% |
| 3M | -16.3% | -42.8% | +26.5% | -12.7% |
| 6M | -7.5% | -60.2% | +52.6% | -1.4% |
| YTD | +34.0% | -46.3% | +80.3% | +38.6% |
| 1Y | +39.3% | -71.7% | +110.9% | +49.0% |
| 3Y | +128.9% | +54.6% | +74.2% | +120.9% |
| 5Y | +76.1% | -39.5% | +115.6% | +63.9% |
| All | +96.8% | -39.9% | +136.6% | +82.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling