+140.3%
ASML vs COMP
+346.2%
-205.9%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +7.7% | -11.3% | -4.7% |
| 7D | -10.0% | +9.5% | -19.5% | -11.2% |
| 30D | -19.4% | +8.1% | -27.5% | -20.5% |
| 3M | -12.5% | -16.3% | +3.9% | -10.8% |
| 6M | +8.2% | +42.2% | -34.0% | +1.2% |
| YTD | +40.7% | -5.0% | +45.7% | +37.2% |
| 1Y | +46.1% | +20.1% | +26.0% | +38.5% |
| All | +140.3% | +346.2% | -205.9% | +85.2% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 3y: compounded portfolio wealth divided by compounded COMP 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…
3y analysis · Full analysis span regression · 6 months rolling