+53,378.5%
ASML vs FDS
+9,502.8%
+43,875.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -3.5% | +7.7% | +5.7% |
| 7D | +1.1% | -1.9% | +3.0% | +1.8% |
| 30D | +2.2% | +9.0% | -6.8% | -2.2% |
| 3M | -2.3% | +18.9% | -21.1% | -13.1% |
| 6M | +23.0% | +35.1% | -12.2% | +0.2% |
| YTD | +61.1% | +5.5% | +55.6% | +45.0% |
| 1Y | +129.1% | -16.8% | +145.9% | +126.5% |
| 3Y | +165.4% | -28.1% | +193.4% | +177.8% |
| 5Y | +109.5% | -17.4% | +126.9% | +105.1% |
| 10Y | +1,645.7% | +85.4% | +1,560.3% | +1,033.6% |
| All | +53,378.5% | +9,502.8% | +43,875.7% | +6,416.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling