+84.2%
ASML vs COMP
-21.4%
+105.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +7.7% | -11.3% | -4.9% |
| 7D | -10.0% | +9.5% | -19.5% | -11.5% |
| 30D | -19.4% | +8.1% | -27.5% | -20.8% |
| 3M | -12.5% | -16.3% | +3.9% | -10.5% |
| 6M | +8.2% | +42.2% | -34.0% | -0.3% |
| YTD | +40.7% | -5.0% | +45.7% | +37.6% |
| 1Y | +46.1% | +20.1% | +26.0% | +37.1% |
| 3Y | +138.5% | +358.4% | -220.0% | +61.9% |
| 5Y | +84.2% | -21.9% | +106.1% | +52.5% |
| All | +84.2% | -21.4% | +105.6% | +52.5% |
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