+46.6%
ASML vs BTG
+40.3%
+6.3%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +5.2% | +1.0% | +5.0% |
| 7D | -0.8% | +19.1% | -19.9% | -4.8% |
| 30D | -14.9% | +8.2% | -23.1% | -16.4% |
| 3M | -13.0% | +13.3% | -26.3% | -15.7% |
| 6M | -4.7% | +8.1% | -12.8% | -7.0% |
| YTD | +42.3% | +27.5% | +14.8% | +32.6% |
| All | +46.6% | +40.3% | +6.3% | +32.2% |
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