+97,349.8%
ASML vs C
+343.7%
+97,006.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | C | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.3% | +4.5% | +4.3% |
| 7D | +1.1% | +3.6% | -2.5% | -0.3% |
| 30D | +2.2% | +0.1% | +2.1% | +2.1% |
| 3M | -2.3% | +2.4% | -4.7% | -3.2% |
| 6M | +23.0% | +24.9% | -2.0% | +13.1% |
| YTD | +61.1% | +19.8% | +41.3% | +50.2% |
| 1Y | +129.1% | +44.9% | +84.2% | +98.4% |
| 3Y | +165.4% | +263.0% | -97.6% | +61.0% |
| 5Y | +109.5% | +129.5% | -20.1% | +50.7% |
| 10Y | +1,645.7% | +291.6% | +1,354.1% | +871.2% |
| All | +97,349.8% | +343.7% | +97,006.1% | +28,147.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling