+1,504.8%
ASML vs BTG
+148.3%
+1,356.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +5.2% | +1.0% | +5.3% |
| 7D | -0.8% | +19.1% | -19.9% | -3.9% |
| 30D | -14.9% | +8.2% | -23.1% | -16.1% |
| 3M | -13.0% | +13.3% | -26.3% | -15.1% |
| 6M | -4.7% | +8.1% | -12.8% | -6.9% |
| YTD | +42.3% | +27.5% | +14.8% | +34.0% |
| 1Y | +49.7% | +47.1% | +2.6% | +37.6% |
| 3Y | +144.3% | +105.8% | +38.5% | +106.6% |
| 5Y | +86.4% | +55.8% | +30.5% | +61.6% |
| 10Y | +1,504.8% | +161.8% | +1,343.0% | +1,256.0% |
| All | +1,504.8% | +148.3% | +1,356.6% | +1,256.0% |
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