+7,244.0%
ASML vs CAPR
-99.1%
+7,343.0%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.3% | +2.9% | +4.1% |
| 7D | +1.1% | -2.0% | +3.1% | +1.1% |
| 30D | +2.2% | +139.2% | -137.0% | +0.2% |
| 3M | -2.3% | -66.4% | +64.1% | -1.6% |
| 6M | +23.0% | -63.1% | +86.1% | +23.6% |
| YTD | +61.1% | -67.4% | +128.5% | +62.1% |
| 1Y | +129.1% | +58.2% | +70.9% | +115.4% |
| 3Y | +165.4% | +42.2% | +123.1% | +144.0% |
| 5Y | +109.5% | +87.3% | +22.2% | +89.8% |
| 10Y | +1,645.7% | -75.3% | +1,721.0% | +1,416.3% |
| All | +7,244.0% | -99.1% | +7,343.0% | +5,658.4% |
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