+1,580.6%
ASML vs BTI
+124.3%
+1,456.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.4% | +1.4% | +1.7% |
| 7D | +2.5% | -3.0% | +5.6% | +3.3% |
| 30D | -12.2% | +9.8% | -22.0% | -14.9% |
| 3M | -14.6% | +9.2% | -23.8% | -17.4% |
| 6M | -1.7% | +4.0% | -5.8% | -4.4% |
| YTD | +44.3% | +12.7% | +31.6% | +36.4% |
| 1Y | +51.0% | +15.9% | +35.1% | +41.4% |
| 3Y | +137.6% | +148.9% | -11.4% | +61.2% |
| 5Y | +92.7% | +152.8% | -60.0% | +28.9% |
| 10Y | +1,580.6% | +124.2% | +1,456.4% | +1,053.1% |
| All | +1,580.6% | +124.3% | +1,456.3% | +1,053.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling