+866.9%
ASML vs DOW
-15.8%
+882.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -3.0% | +7.2% | +5.2% |
| 7D | +1.1% | -2.4% | +3.5% | +1.9% |
| 30D | +2.2% | +0.4% | +1.8% | +1.7% |
| 3M | -2.3% | -14.4% | +12.1% | +2.3% |
| 6M | +23.0% | -7.0% | +29.9% | +21.2% |
| YTD | +61.1% | +30.2% | +30.9% | +36.5% |
| 1Y | +129.1% | +29.2% | +99.9% | +92.2% |
| 3Y | +165.4% | -36.7% | +202.1% | +196.5% |
| 5Y | +109.5% | -37.7% | +147.2% | +133.8% |
| All | +866.9% | -15.8% | +882.7% | +754.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling