-5.7%
ASML vs F
+10.9%
-16.7%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -1.1% | -8.2% | -9.1% |
| 7D | -19.0% | +1.4% | -20.4% | -19.3% |
| 30D | -25.9% | +2.0% | -28.0% | -26.3% |
| 3M | -19.1% | -10.4% | -8.7% | -17.1% |
| 6M | -5.7% | +9.7% | -15.4% | -9.1% |
| All | -5.7% | +10.9% | -16.7% | -9.1% |
Cumulative growth
Daily Returns
Daily percentage return beside F.
Daily Out/Under-Performance
Portfolio return minus F return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × F 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 6mo: compounded portfolio wealth divided by compounded F 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…
6mo analysis · Full analysis span regression · 6 months rolling