+82.7%
ASML vs DOW
-28.2%
+110.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | 0.0% |
| 7D | +4.9% | +5.2% | -0.3% | +3.3% |
| 30D | -9.3% | +13.2% | -22.5% | -12.8% |
| 3M | -19.0% | +10.1% | -29.1% | -21.8% |
| 6M | -5.2% | -13.1% | +7.9% | -1.5% |
| YTD | +40.6% | +46.1% | -5.5% | +11.8% |
| 1Y | +47.5% | +50.0% | -2.5% | +15.4% |
| 3Y | +133.9% | -20.2% | +154.1% | +150.4% |
| All | +82.7% | -28.2% | +110.9% | +111.6% |
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