+140.3%
ASML vs FICO
-24.7%
+165.0%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -3.2% | -0.4% | -3.5% |
| 7D | -10.0% | +0.4% | -10.4% | -10.0% |
| 30D | -19.4% | +1.7% | -21.1% | -19.7% |
| 3M | -12.5% | -33.0% | +20.6% | -11.2% |
| 6M | +8.2% | -33.9% | +42.1% | +7.4% |
| YTD | +40.7% | -58.5% | +99.3% | +53.8% |
| 1Y | +46.1% | -56.4% | +102.5% | +56.8% |
| All | +140.3% | -24.7% | +165.0% | +76.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling