+1,323.9%
ASML vs D
+44.7%
+1,279.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -0.2% | -9.2% | -9.3% |
| 7D | -19.0% | +6.9% | -26.0% | -19.8% |
| 30D | -25.9% | +12.3% | -38.3% | -27.1% |
| 3M | -19.1% | +3.0% | -22.1% | -19.4% |
| 6M | -5.7% | +12.8% | -18.5% | -7.6% |
| YTD | +27.6% | +22.6% | +5.0% | +23.3% |
| 1Y | +30.8% | +21.7% | +9.1% | +26.4% |
| 3Y | +116.2% | +83.9% | +32.3% | +89.0% |
| 5Y | +67.7% | +14.0% | +53.7% | +63.8% |
| All | +1,323.9% | +44.7% | +1,279.2% | +1,247.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling