+39.3%
ASML vs BTI
+19.1%
+20.2%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -3.5% | +8.5% | +4.5% |
| 7D | -9.0% | -1.0% | -8.0% | -9.1% |
| 30D | -21.0% | +13.0% | -33.9% | -20.2% |
| 3M | -16.3% | +5.3% | -21.6% | -15.4% |
| 6M | -7.5% | +5.3% | -12.8% | -7.4% |
| YTD | +34.0% | +12.4% | +21.6% | +30.2% |
| 1Y | +39.3% | +18.9% | +20.3% | +33.3% |
| All | +39.3% | +19.1% | +20.2% | +33.3% |
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