+147.2%
ASML vs COMP
-52.8%
+200.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -0.1% |
| YTD | +40.7% | -5.0% | +45.7% | +37.7% |
| 1Y | +46.1% | +20.1% | +26.0% | +37.2% |
| 3Y | +138.5% | +358.4% | -220.0% | +63.3% |
| 5Y | +84.2% | -21.9% | +106.1% | +55.8% |
| All | +147.2% | -52.8% | +200.0% | +119.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling