+11,688.3%
ASML vs FFIV
+7,518.9%
+4,169.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.4% | +4.6% | +4.3% |
| 7D | +1.1% | -1.0% | +2.1% | +1.4% |
| 30D | +2.2% | -5.1% | +7.3% | +3.6% |
| 3M | -2.3% | -4.5% | +2.2% | -1.2% |
| 6M | +23.0% | +36.5% | -13.5% | +11.1% |
| YTD | +61.1% | +53.0% | +8.1% | +40.0% |
| 1Y | +129.1% | +24.2% | +104.9% | +110.9% |
| 3Y | +165.4% | +137.2% | +28.1% | +100.9% |
| 5Y | +109.5% | +91.8% | +17.7% | +70.6% |
| 10Y | +1,645.7% | +215.2% | +1,430.5% | +1,121.8% |
| All | +11,688.3% | +7,518.9% | +4,169.4% | +2,833.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling