+128.9%
ASML vs FDS
-23.2%
+152.0%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -3.7% | +8.7% | +4.4% |
| 7D | -9.0% | -0.5% | -8.5% | -9.0% |
| 30D | -21.0% | +20.2% | -41.2% | -18.5% |
| 3M | -16.3% | +19.9% | -36.2% | -13.4% |
| 6M | -7.5% | +56.2% | -63.7% | -2.8% |
| YTD | +34.0% | +14.6% | +19.4% | +45.9% |
| 1Y | +39.3% | +31.6% | +7.7% | +46.8% |
| 3Y | +128.9% | -23.8% | +152.7% | +171.8% |
| All | +128.9% | -23.2% | +152.0% | +171.8% |
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