-5.7%
ASML vs CAPR
-74.5%
+68.8%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -3.6% | -5.7% | -9.2% |
| 7D | -19.0% | +29.7% | -48.8% | -19.6% |
| 30D | -25.9% | +11.0% | -36.9% | -26.2% |
| 3M | -19.1% | +118.8% | -137.9% | -22.0% |
| 6M | -5.7% | -73.9% | +68.2% | +7.6% |
| All | -5.7% | -74.5% | +68.8% | +7.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling