+129.1%
ASML vs FDX
+80.8%
+48.3%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.6% | +4.7% | +4.4% |
| 7D | +1.1% | -2.5% | +3.6% | +2.3% |
| 30D | +2.2% | +3.8% | -1.6% | +0.1% |
| 3M | -2.3% | -1.3% | -1.0% | -2.1% |
| 6M | +23.0% | +5.0% | +18.0% | +17.3% |
| YTD | +61.1% | +39.6% | +21.4% | +42.7% |
| 1Y | +129.1% | +81.1% | +48.0% | +95.8% |
| All | +129.1% | +80.8% | +48.3% | +95.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FDX.
Daily Out/Under-Performance
Portfolio return minus FDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDX 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 1y: compounded portfolio wealth divided by compounded FDX 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…
1y analysis · Full analysis span regression · 6 months rolling