+46.1%
ASML vs BTI
+24.7%
+21.5%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +3.4% | -7.0% | -3.1% |
| 7D | -10.0% | +5.3% | -15.3% | -9.4% |
| 30D | -19.4% | +19.1% | -38.5% | -18.1% |
| 3M | -12.5% | +6.5% | -19.0% | -11.0% |
| 6M | +8.2% | +9.4% | -1.2% | +7.7% |
| YTD | +40.7% | +14.4% | +26.3% | +37.6% |
| 1Y | +46.1% | +23.9% | +22.3% | +39.5% |
| All | +46.1% | +24.7% | +21.5% | +39.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BTI.
Daily Out/Under-Performance
Portfolio return minus BTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTI 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 BTI 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