+128.9%
ASML vs CAPR
+214.7%
-85.8%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +4.7% | +0.4% | +5.0% |
| 7D | -9.0% | +41.1% | -50.1% | -9.5% |
| 30D | -21.0% | +11.1% | -32.1% | -21.1% |
| 3M | -16.3% | +115.3% | -131.6% | -17.5% |
| 6M | -7.5% | -73.8% | +66.3% | -6.7% |
| YTD | +34.0% | -68.8% | +102.8% | +34.7% |
| 1Y | +39.3% | +43.3% | -4.0% | +33.6% |
| 3Y | +128.9% | +214.7% | -85.8% | +100.6% |
| All | +128.9% | +214.7% | -85.8% | +100.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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