+108.6%
ASML vs COMP
-31.2%
+139.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.5% | +3.6% | +4.1% |
| 7D | +1.1% | +1.4% | -0.3% | +0.8% |
| 30D | +2.2% | -13.3% | +15.5% | +4.6% |
| 3M | -2.3% | +41.1% | -43.4% | -8.7% |
| 6M | +23.0% | +17.2% | +5.8% | +17.5% |
| YTD | +61.1% | +5.2% | +55.9% | +55.7% |
| 1Y | +129.1% | +18.9% | +110.2% | +115.1% |
| 3Y | +165.4% | +215.9% | -50.6% | +94.4% |
| All | +108.6% | -31.2% | +139.8% | +84.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling