+129.1%
ASML vs FFIV
+25.9%
+103.2%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.4% | +4.6% | +4.3% |
| 7D | +1.1% | -1.0% | +2.1% | +1.3% |
| 30D | +2.2% | -5.1% | +7.3% | +3.3% |
| 3M | -2.3% | -4.5% | +2.2% | -1.3% |
| 6M | +23.0% | +36.5% | -13.5% | +16.7% |
| YTD | +61.1% | +53.0% | +8.1% | +49.5% |
| 1Y | +129.1% | +24.2% | +104.9% | +117.5% |
| All | +129.1% | +25.9% | +103.2% | +117.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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