+1,395.4%
ASML vs FDS
+135.4%
+1,260.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -3.7% | +8.7% | +6.2% |
| 7D | -9.0% | -0.5% | -8.5% | -9.1% |
| 30D | -21.0% | +20.2% | -41.2% | -26.2% |
| 3M | -16.3% | +19.9% | -36.2% | -22.7% |
| 6M | -7.5% | +56.2% | -63.7% | -26.6% |
| YTD | +34.0% | +14.6% | +19.4% | +20.7% |
| 1Y | +39.3% | +31.6% | +7.7% | +14.9% |
| 3Y | +128.9% | -23.8% | +152.7% | +150.4% |
| 5Y | +76.1% | -22.6% | +98.6% | +89.5% |
| All | +1,395.4% | +135.4% | +1,260.1% | +806.9% |
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