+75.5%
ASML vs BTI
+151.8%
-76.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -3.5% | +8.5% | +5.3% |
| 7D | -9.0% | -1.0% | -8.0% | -9.0% |
| 30D | -21.0% | +13.0% | -33.9% | -22.0% |
| 3M | -16.3% | +3.7% | -20.0% | -16.6% |
| 6M | -7.5% | +3.7% | -11.2% | -8.3% |
| YTD | +34.0% | +10.6% | +23.4% | +31.3% |
| 1Y | +39.3% | +17.1% | +22.2% | +35.2% |
| 3Y | +128.9% | +140.2% | -11.4% | +79.7% |
| All | +75.5% | +151.8% | -76.3% | +48.9% |
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