+129.1%
ASML vs D
+16.8%
+112.3%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-04 to 2026-09-04.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.4% | +4.6% | +4.1% |
| 7D | +1.1% | +1.5% | -0.4% | +1.4% |
| 30D | +2.2% | -2.6% | +4.8% | +1.6% |
| 3M | -2.3% | 0.0% | -2.3% | -2.3% |
| 6M | +23.0% | +7.4% | +15.6% | +24.5% |
| YTD | +61.1% | +15.9% | +45.2% | +65.8% |
| 1Y | +129.1% | +18.1% | +111.0% | +138.0% |
| All | +129.1% | +16.8% | +112.3% | +138.0% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 2025-09-04 to 2026-09-04: compounded portfolio wealth divided by compounded D 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…
2025-09-04 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling