+136.5%
ASML vs BTDR
+23.8%
+112.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.9% | +0.2% | +3.8% |
| 7D | +1.1% | +20.0% | -18.9% | -0.5% |
| 30D | +2.2% | +11.9% | -9.8% | +0.7% |
| 3M | -2.3% | -36.9% | +34.6% | +0.3% |
| 6M | +23.0% | +56.5% | -33.5% | +17.5% |
| YTD | +61.1% | +10.4% | +50.6% | +56.8% |
| 1Y | +129.1% | +3.1% | +126.0% | +121.8% |
| 3Y | +165.4% | -2.6% | +168.0% | +140.4% |
| 5Y | +109.5% | +25.2% | +84.3% | +83.5% |
| All | +136.5% | +23.8% | +112.7% | +106.4% |
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