+117.9%
ASML vs FDS
-20.2%
+138.1%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -0.5% | -8.8% | -9.4% |
| 7D | -19.0% | +6.4% | -25.4% | -18.1% |
| 30D | -25.9% | +25.2% | -51.1% | -23.1% |
| 3M | -19.1% | +22.9% | -42.0% | -15.9% |
| 6M | -5.7% | +56.5% | -62.2% | -0.1% |
| YTD | +27.6% | +19.0% | +8.6% | +39.7% |
| 1Y | +30.8% | +32.7% | -1.9% | +39.6% |
| All | +117.9% | -20.2% | +138.1% | +160.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling