+1,551.5%
ASML vs FANG
+142.9%
+1,408.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.3% |
| 7D | -2.9% | -7.4% | +4.6% | -1.3% |
| 30D | -15.2% | -7.3% | -7.9% | -14.0% |
| 3M | -12.9% | -10.0% | -2.9% | -11.4% |
| 6M | -5.0% | -4.6% | -0.5% | -4.9% |
| YTD | +41.8% | +20.5% | +21.3% | +33.6% |
| 1Y | +46.0% | +26.0% | +20.0% | +36.0% |
| 3Y | +133.5% | +26.0% | +107.4% | +114.5% |
| 5Y | +92.7% | +104.5% | -11.7% | +57.6% |
| All | +1,551.5% | +142.9% | +1,408.6% | +1,039.2% |
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