+67.7%
ASML vs C
+106.8%
-39.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | C | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -5.0% | -4.3% | -6.1% |
| 7D | -19.0% | -5.3% | -13.7% | -16.0% |
| 30D | -25.9% | -7.3% | -18.6% | -22.1% |
| 3M | -19.1% | -13.5% | -5.6% | -11.3% |
| 6M | -5.7% | -6.5% | +0.8% | -2.1% |
| YTD | +27.6% | +3.6% | +24.0% | +23.6% |
| 1Y | +30.8% | +18.9% | +11.9% | +15.9% |
| 3Y | +116.2% | +205.0% | -88.7% | -2.4% |
| 5Y | +67.7% | +109.4% | -41.7% | -8.9% |
| All | +67.7% | +106.8% | -39.1% | -8.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling