+129.1%
ASML vs BTG
+38.4%
+90.7%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.4% | +5.6% | +4.5% |
| 7D | +1.1% | -0.9% | +2.0% | +1.2% |
| 30D | +2.2% | +36.8% | -34.6% | -5.3% |
| 3M | -2.3% | +23.1% | -25.4% | -7.4% |
| 6M | +23.0% | +3.5% | +19.5% | +19.6% |
| YTD | +61.1% | +25.5% | +35.6% | +50.6% |
| 1Y | +129.1% | +40.1% | +89.0% | +121.7% |
| All | +129.1% | +38.4% | +90.7% | +121.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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