+89.4%
ASML vs BTI
+153.4%
-64.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.2% | -1.6% | -0.4% |
| 7D | -2.9% | -0.1% | -2.7% | -2.9% |
| 30D | -15.2% | +9.6% | -24.8% | -16.0% |
| 3M | -12.9% | +8.3% | -21.2% | -13.7% |
| 6M | -5.0% | +7.5% | -12.5% | -6.5% |
| YTD | +41.8% | +12.3% | +29.5% | +38.7% |
| 1Y | +46.0% | +16.2% | +29.8% | +42.0% |
| 3Y | +133.5% | +148.0% | -14.5% | +81.5% |
| All | +89.4% | +153.4% | -64.0% | +61.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling