+129.1%
ASML vs FICO
-39.1%
+168.2%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -16.7% | +20.9% | +2.1% |
| 7D | +1.1% | -19.2% | +20.3% | -1.2% |
| 30D | +2.2% | -14.6% | +16.8% | +0.6% |
| 3M | -2.3% | -20.1% | +17.8% | -4.9% |
| 6M | +23.0% | -36.3% | +59.3% | +21.3% |
| YTD | +61.1% | -44.9% | +105.9% | +61.3% |
| 1Y | +129.1% | -38.6% | +167.7% | +127.7% |
| All | +129.1% | -39.1% | +168.2% | +127.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 FICO 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