+7,398.2%
ASML vs BTG
+392.0%
+7,006.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.4% | +5.6% | +4.3% |
| 7D | +1.1% | -0.9% | +2.0% | +1.1% |
| 30D | +2.2% | +36.8% | -34.6% | -0.8% |
| 3M | -2.3% | +23.1% | -25.4% | -4.4% |
| 6M | +23.0% | +3.5% | +19.5% | +21.8% |
| YTD | +61.1% | +25.5% | +35.6% | +56.7% |
| 1Y | +129.1% | +40.1% | +89.0% | +120.4% |
| 3Y | +165.4% | +101.1% | +64.2% | +145.1% |
| 5Y | +109.5% | +70.6% | +38.9% | +94.8% |
| 10Y | +1,645.7% | +152.1% | +1,493.6% | +1,466.3% |
| All | +7,398.2% | +392.0% | +7,006.2% | +6,121.9% |
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