+128.9%
ASML vs FFIV
+102.2%
+26.7%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.3% | +5.3% | +5.1% |
| 7D | -9.0% | -8.1% | -0.9% | -5.7% |
| 30D | -21.0% | -33.4% | +12.4% | -8.4% |
| 3M | -16.3% | -24.7% | +8.5% | -8.6% |
| 6M | -7.5% | -8.8% | +1.3% | -8.0% |
| YTD | +34.0% | +21.8% | +12.2% | +13.5% |
| 1Y | +39.3% | +25.3% | +14.0% | +15.9% |
| 3Y | +128.9% | +101.2% | +27.7% | +40.0% |
| All | +128.9% | +102.2% | +26.7% | +40.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling