+164.9%
ASML vs BWA
+71.5%
+93.5%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.8% | +1.4% | +2.9% |
| 7D | +1.1% | +5.7% | -4.6% | -1.5% |
| 30D | +2.2% | +1.4% | +0.8% | +1.4% |
| 3M | -2.3% | -12.1% | +9.8% | +3.7% |
| 6M | +23.0% | +28.6% | -5.6% | +10.9% |
| YTD | +61.1% | +51.1% | +10.0% | +32.8% |
| 1Y | +129.1% | +55.9% | +73.2% | +85.6% |
| All | +164.9% | +71.5% | +93.5% | +86.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling