+1,534.9%
ASML vs FDS
+127.5%
+1,407.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.1% | -0.3% |
| 7D | -2.9% | -2.0% | -0.9% | -2.4% |
| 30D | -15.2% | +13.5% | -28.7% | -19.2% |
| 3M | -12.9% | +15.2% | -28.1% | -18.4% |
| 6M | -5.0% | +47.0% | -52.1% | -22.5% |
| YTD | +41.8% | +13.9% | +27.9% | +28.0% |
| 1Y | +46.0% | +25.2% | +20.9% | +23.8% |
| 3Y | +133.5% | -25.3% | +158.8% | +158.3% |
| 5Y | +93.0% | -23.3% | +116.3% | +108.5% |
| 10Y | +1,534.9% | +126.0% | +1,408.9% | +877.9% |
| All | +1,534.9% | +127.5% | +1,407.4% | +877.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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