+1,644.6%
ASML vs FFIV
+214.3%
+1,430.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.4% | +4.6% | +4.4% |
| 7D | +1.1% | -1.0% | +2.1% | +1.6% |
| 30D | +2.2% | -5.1% | +7.3% | +4.9% |
| 3M | -2.3% | -4.5% | +2.2% | -0.4% |
| 6M | +23.0% | +36.5% | -13.5% | 0.0% |
| YTD | +61.1% | +53.0% | +8.1% | +20.8% |
| 1Y | +129.1% | +24.2% | +104.9% | +92.6% |
| 3Y | +165.4% | +137.2% | +28.1% | +44.6% |
| 5Y | +109.5% | +91.8% | +17.7% | +28.9% |
| All | +1,644.6% | +214.3% | +1,430.3% | +735.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling