+97,349.8%
ASML vs D
+1,386.3%
+95,963.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.4% | +5.6% | +4.7% |
| 7D | +1.1% | +0.4% | +0.7% | +0.9% |
| 30D | +2.2% | -3.6% | +5.7% | +3.4% |
| 3M | -2.3% | -1.0% | -1.3% | -2.3% |
| 6M | +23.0% | +6.3% | +16.7% | +19.5% |
| YTD | +61.1% | +14.7% | +46.4% | +52.0% |
| 1Y | +129.1% | +16.9% | +112.2% | +114.0% |
| 3Y | +165.4% | +56.8% | +108.6% | +114.0% |
| 5Y | +109.5% | +5.2% | +104.3% | +95.1% |
| 10Y | +1,645.7% | +35.9% | +1,609.9% | +1,265.3% |
| All | +97,349.8% | +1,386.3% | +95,963.5% | +38,170.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling