+1,767.1%
ASML vs FANG
+173.2%
+1,593.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.5% | -3.5% | -2.3% |
| 7D | +2.8% | -0.4% | +3.2% | +2.9% |
| 30D | -0.2% | +2.4% | -2.6% | -0.8% |
| 3M | -2.6% | +4.9% | -7.5% | -3.9% |
| 6M | +27.9% | +12.0% | +15.8% | +23.5% |
| YTD | +62.4% | +37.1% | +25.3% | +49.7% |
| 1Y | +116.2% | +52.3% | +64.0% | +94.1% |
| 3Y | +182.4% | +45.0% | +137.4% | +152.9% |
| 5Y | +112.4% | +231.0% | -118.6% | +58.1% |
| 10Y | +1,767.1% | +177.5% | +1,589.6% | +1,144.3% |
| All | +1,767.1% | +173.2% | +1,593.9% | +1,144.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FANG.
Daily Out/Under-Performance
Portfolio return minus FANG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FANG 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 10y: compounded portfolio wealth divided by compounded FANG 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…
10y analysis · Full analysis span regression · 6 months rolling