+67.7%
ASML vs CAPR
+126.3%
-58.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -3.6% | -5.7% | -9.3% |
| 7D | -19.0% | +29.7% | -48.8% | -19.4% |
| 30D | -25.9% | +11.0% | -36.9% | -26.1% |
| 3M | -19.1% | +118.8% | -137.9% | -20.6% |
| 6M | -5.7% | -73.9% | +68.2% | -4.7% |
| YTD | +27.6% | -70.2% | +97.8% | +28.5% |
| 1Y | +30.8% | +38.3% | -7.5% | +23.2% |
| 3Y | +116.2% | +199.7% | -83.4% | +76.4% |
| 5Y | +67.7% | +130.6% | -62.9% | +21.2% |
| All | +67.7% | +126.3% | -58.6% | +21.2% |
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