+1,534.9%
ASML vs C
+218.0%
+1,316.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | C | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.5% |
| 7D | -2.9% | -0.4% | -2.5% | -2.5% |
| 30D | -15.2% | -5.2% | -10.0% | -12.7% |
| 3M | -12.9% | -9.1% | -3.8% | -8.6% |
| 6M | -5.0% | -1.6% | -3.5% | -4.3% |
| YTD | +41.8% | +6.9% | +34.9% | +36.8% |
| 1Y | +46.0% | +23.0% | +23.1% | +31.4% |
| 3Y | +133.5% | +216.1% | -82.7% | +29.8% |
| 5Y | +93.0% | +112.2% | -19.3% | +27.8% |
| 10Y | +1,534.9% | +208.8% | +1,326.1% | +845.6% |
| All | +1,534.9% | +218.0% | +1,316.9% | +845.6% |
Cumulative growth
Daily Returns
Daily percentage return beside C.
Daily Out/Under-Performance
Portfolio return minus C return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × C 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 10y: compounded portfolio wealth divided by compounded C 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…
10y analysis · Full analysis span regression · 6 months rolling