+46.6%
ASML vs BTI
+16.0%
+30.5%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.3% | +7.5% | +6.0% |
| 7D | -0.8% | -2.9% | +2.1% | -1.3% |
| 30D | -14.9% | +8.3% | -23.2% | -14.4% |
| 3M | -13.0% | +2.9% | -15.9% | -12.2% |
| 6M | -4.7% | +6.2% | -10.9% | -5.9% |
| YTD | +42.3% | +10.9% | +31.4% | +38.1% |
| All | +46.6% | +16.0% | +30.5% | +41.0% |
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