+1,761.8%
ASML vs BTG
+139.8%
+1,622.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.9% | +5.8% | +3.4% |
| 7D | +6.0% | +4.8% | +1.2% | +5.1% |
| 30D | +1.4% | +8.3% | -7.0% | -0.2% |
| 3M | +1.0% | +32.3% | -31.3% | -4.3% |
| 6M | +37.0% | +3.0% | +34.0% | +34.7% |
| YTD | +65.8% | +21.9% | +43.8% | +57.8% |
| 1Y | +123.1% | +28.2% | +94.9% | +109.7% |
| 3Y | +188.2% | +99.9% | +88.3% | +146.2% |
| 5Y | +115.6% | +73.6% | +42.0% | +85.9% |
| 10Y | +1,761.8% | +136.5% | +1,625.3% | +1,492.6% |
| All | +1,761.8% | +139.8% | +1,622.0% | +1,492.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling