+75.5%
ASML vs CAPR
+142.6%
-67.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +4.7% | +0.4% | +4.9% |
| 7D | -9.0% | +41.1% | -50.1% | -9.6% |
| 30D | -21.0% | +11.1% | -32.1% | -21.2% |
| 3M | -16.3% | +115.3% | -131.6% | -17.9% |
| 6M | -7.5% | -73.8% | +66.3% | -6.5% |
| YTD | +34.0% | -68.8% | +102.8% | +34.9% |
| 1Y | +39.3% | +43.3% | -4.0% | +31.2% |
| 3Y | +128.9% | +214.7% | -85.8% | +86.5% |
| All | +75.5% | +142.6% | -67.1% | +36.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling