+77,094.7%
ASML vs BWA
+2,485.6%
+74,609.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -5.7% | -3.6% | -6.5% |
| 7D | -19.0% | -10.8% | -8.2% | -14.0% |
| 30D | -25.9% | -25.0% | -1.0% | -14.2% |
| 3M | -19.1% | -28.6% | +9.6% | -4.2% |
| 6M | -5.7% | -16.6% | +10.8% | +3.4% |
| YTD | +27.6% | +6.3% | +21.3% | +21.8% |
| 1Y | +30.8% | +7.2% | +23.6% | +23.9% |
| 3Y | +116.2% | +48.2% | +68.0% | +70.4% |
| 5Y | +67.7% | +23.4% | +44.2% | +41.9% |
| 10Y | +1,355.3% | +84.0% | +1,271.3% | +814.4% |
| All | +77,094.7% | +2,485.6% | +74,609.1% | +11,330.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling