+67.7%
ASML vs COMP
-28.0%
+95.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -8.2% | -1.2% | -7.9% |
| 7D | -19.0% | -1.8% | -17.2% | -18.8% |
| 30D | -25.9% | -0.8% | -25.2% | -26.1% |
| 3M | -19.1% | -28.1% | +9.1% | -14.9% |
| 6M | -5.7% | +27.0% | -32.7% | -11.3% |
| YTD | +27.6% | -12.8% | +40.4% | +26.7% |
| 1Y | +30.8% | +4.9% | +25.9% | +25.6% |
| 3Y | +116.2% | +321.0% | -204.8% | +49.1% |
| 5Y | +67.7% | -25.6% | +93.3% | +40.9% |
| All | +67.7% | -28.0% | +95.6% | +40.9% |
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