+2,871.5%
ASML vs FANG
+1,215.0%
+1,656.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.4% | +6.7% | +6.3% |
| 7D | -0.8% | -10.8% | +10.0% | +1.3% |
| 30D | -14.9% | -7.3% | -7.6% | -13.8% |
| 3M | -13.0% | -4.7% | -8.2% | -12.5% |
| 6M | -4.7% | -4.5% | -0.2% | -4.6% |
| YTD | +42.3% | +20.5% | +21.8% | +34.8% |
| 1Y | +49.7% | +27.0% | +22.7% | +40.1% |
| 3Y | +144.3% | +27.8% | +116.5% | +125.7% |
| 5Y | +86.4% | +94.0% | -7.7% | +56.8% |
| 10Y | +1,504.8% | +138.7% | +1,366.1% | +1,006.4% |
| All | +2,871.5% | +1,215.0% | +1,656.5% | +1,722.1% |
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