+46.0%
ASML vs BWA
+13.5%
+32.6%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.9% | +1.6% | +0.7% |
| 7D | -2.9% | -2.4% | -0.4% | -1.5% |
| 30D | -15.2% | -17.7% | +2.5% | -6.6% |
| 3M | -12.9% | -27.0% | +14.1% | +1.5% |
| 6M | -5.0% | -17.3% | +12.3% | +5.9% |
| YTD | +41.8% | +12.9% | +28.9% | +41.1% |
| 1Y | +46.0% | +12.9% | +33.1% | +45.3% |
| All | +46.0% | +13.5% | +32.6% | +45.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 1y: compounded portfolio wealth divided by compounded BWA 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…
1y analysis · Full analysis span regression · 6 months rolling