+6,137.9%
ASML vs BTG
+375.3%
+5,762.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +2.5% | +2.6% | +4.8% |
| 7D | -9.0% | +17.4% | -26.4% | -10.4% |
| 30D | -21.0% | +8.0% | -29.0% | -21.6% |
| 3M | -16.3% | +32.5% | -48.8% | -18.6% |
| 6M | -7.5% | +21.6% | -29.1% | -9.6% |
| YTD | +34.0% | +21.2% | +12.8% | +30.6% |
| 1Y | +39.3% | +43.9% | -4.6% | +33.8% |
| 3Y | +128.9% | +78.6% | +50.3% | +113.3% |
| 5Y | +76.1% | +48.8% | +27.3% | +65.2% |
| 10Y | +1,428.4% | +136.8% | +1,291.5% | +1,277.7% |
| All | +6,137.9% | +375.3% | +5,762.6% | +5,085.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling