+5,717.5%
ASML vs CAPR
-99.1%
+5,816.7%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -4.8% |
| YTD | +27.6% | -70.2% | +97.8% | +28.4% |
| 1Y | +30.8% | +38.3% | -7.5% | +23.2% |
| 3Y | +116.2% | +199.7% | -83.4% | +96.2% |
| 5Y | +67.7% | +130.6% | -62.9% | +51.3% |
| 10Y | +1,355.3% | -68.5% | +1,423.8% | +1,160.0% |
| All | +5,717.5% | -99.1% | +5,816.7% | +4,462.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling