+108.6%
ASML vs DOW
-37.6%
+146.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -3.0% | +7.2% | +5.1% |
| 7D | +1.1% | -2.4% | +3.5% | +1.8% |
| 30D | +2.2% | +0.4% | +1.8% | +1.8% |
| 3M | -2.3% | -14.4% | +12.1% | +2.0% |
| 6M | +23.0% | -7.0% | +29.9% | +20.4% |
| YTD | +61.1% | +30.2% | +30.9% | +34.0% |
| 1Y | +129.1% | +29.2% | +99.9% | +88.6% |
| 3Y | +165.4% | -36.7% | +202.1% | +216.7% |
| All | +108.6% | -37.6% | +146.1% | +144.5% |
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