+102.1%
ASML vs BTSG
+406.1%
-304.0%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.1% | +5.3% | +4.5% |
| 7D | +1.1% | +2.7% | -1.6% | +0.4% |
| 30D | +2.2% | -3.6% | +5.8% | +2.9% |
| 3M | -2.3% | +5.8% | -8.1% | -4.4% |
| 6M | +23.0% | +44.7% | -21.8% | +10.9% |
| YTD | +61.1% | +62.2% | -1.1% | +41.5% |
| 1Y | +129.1% | +152.1% | -23.0% | +81.8% |
| All | +102.1% | +406.1% | -304.0% | +35.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 3y: compounded portfolio wealth divided by compounded BTSG 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…
3y analysis · Full analysis span regression · 6 months rolling