+134.2%
ASML vs BTG
+83.9%
+50.2%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -4.2% | +1.8% | -1.7% |
| 7D | +10.4% | -5.9% | +16.2% | +11.6% |
| 30D | -12.7% | -5.0% | -7.7% | -12.0% |
| 3M | -17.2% | -4.5% | -12.7% | -16.8% |
| 6M | -1.3% | -7.0% | +5.7% | -1.1% |
| YTD | +40.8% | +11.4% | +29.4% | +35.6% |
| 1Y | +45.2% | +20.1% | +25.1% | +38.0% |
| All | +134.2% | +83.9% | +50.2% | +101.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling