+67.7%
ASML vs BUD
+50.9%
+16.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +1.8% | -11.2% | -10.0% |
| 7D | -19.0% | +7.1% | -26.2% | -21.3% |
| 30D | -25.9% | +12.7% | -38.6% | -29.7% |
| 3M | -19.1% | 0.0% | -19.1% | -19.6% |
| 6M | -5.7% | +7.6% | -13.3% | -9.9% |
| YTD | +27.6% | +35.0% | -7.4% | +9.5% |
| 1Y | +30.8% | +37.6% | -6.8% | +11.0% |
| 3Y | +116.2% | +51.5% | +64.7% | +66.4% |
| 5Y | +67.7% | +50.2% | +17.4% | +23.5% |
| All | +67.7% | +50.9% | +16.8% | +23.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 BUD 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