+1,557.1%
ASML vs FANG
+157.6%
+1,399.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.5% | -1.6% | -0.4% |
| 7D | +4.9% | +4.0% | +0.9% | +4.1% |
| 30D | -9.3% | -5.8% | -3.5% | -8.3% |
| 3M | -19.0% | -6.7% | -12.3% | -18.2% |
| 6M | -5.2% | -6.4% | +1.2% | -4.7% |
| YTD | +40.6% | +25.9% | +14.7% | +31.3% |
| 1Y | +47.5% | +31.1% | +16.4% | +36.3% |
| 3Y | +133.9% | +31.3% | +102.5% | +113.1% |
| 5Y | +83.8% | +108.3% | -24.5% | +49.7% |
| All | +1,557.1% | +157.6% | +1,399.5% | +1,035.9% |
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