+82.7%
ASML vs BTI
+153.9%
-71.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.4% | -1.5% | -0.2% |
| 7D | +4.9% | +1.6% | +3.3% | +4.8% |
| 30D | -9.3% | +9.2% | -18.5% | -10.1% |
| 3M | -19.0% | +9.6% | -28.6% | -19.8% |
| 6M | -5.2% | -2.4% | -2.8% | -4.5% |
| YTD | +40.6% | +14.2% | +26.4% | +37.3% |
| 1Y | +47.5% | +20.3% | +27.2% | +42.9% |
| 3Y | +133.9% | +147.4% | -13.5% | +83.3% |
| All | +82.7% | +153.9% | -71.2% | +55.8% |
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