+75.5%
ASML vs DOW
-30.0%
+105.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -1.8% | +6.8% | +5.6% |
| 7D | -9.0% | -9.5% | +0.5% | -6.3% |
| 30D | -21.0% | +13.1% | -34.0% | -24.1% |
| 3M | -16.3% | +4.8% | -21.1% | -18.1% |
| 6M | -7.5% | -16.7% | +9.1% | -2.9% |
| YTD | +34.0% | +38.9% | -4.9% | +8.2% |
| 1Y | +39.3% | +48.3% | -9.0% | +8.4% |
| 3Y | +128.9% | -24.4% | +153.2% | +149.3% |
| All | +75.5% | -30.0% | +105.4% | +105.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DOW.
Daily Out/Under-Performance
Portfolio return minus DOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOW 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 DOW 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