+164.9%
ASML vs FDX
+63.5%
+101.4%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.6% | +4.7% | +4.4% |
| 7D | +1.1% | -2.5% | +3.6% | +2.1% |
| 30D | +2.2% | +3.8% | -1.6% | +0.5% |
| 3M | -2.3% | -1.3% | -1.0% | -2.0% |
| 6M | +23.0% | +5.0% | +18.0% | +20.0% |
| YTD | +61.1% | +39.6% | +21.4% | +41.7% |
| 1Y | +129.1% | +81.1% | +48.0% | +82.9% |
| All | +164.9% | +63.5% | +101.4% | +104.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling