+2,857.0%
ASML vs FANG
+1,214.4%
+1,642.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.3% |
| 7D | -2.9% | -7.4% | +4.6% | -1.4% |
| 30D | -15.2% | -7.3% | -7.9% | -14.1% |
| 3M | -12.9% | -10.0% | -2.9% | -11.5% |
| 6M | -5.0% | -4.6% | -0.5% | -4.9% |
| YTD | +41.8% | +20.5% | +21.3% | +34.4% |
| 1Y | +46.0% | +26.0% | +20.0% | +36.9% |
| 3Y | +133.5% | +26.0% | +107.4% | +116.3% |
| 5Y | +92.7% | +104.5% | -11.7% | +60.7% |
| 10Y | +1,532.8% | +140.5% | +1,392.2% | +1,024.5% |
| All | +2,857.0% | +1,214.4% | +1,642.6% | +1,713.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling