+39.3%
ASML vs FIG
-58.9%
+98.2%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +2.0% | +3.0% | +5.2% |
| 7D | -9.0% | -13.1% | +4.1% | -10.0% |
| 30D | -21.0% | -13.0% | -8.0% | -21.7% |
| 3M | -16.3% | -21.5% | +5.2% | -17.6% |
| 6M | -7.5% | -2.5% | -5.0% | -6.6% |
| YTD | +34.0% | -49.7% | +83.7% | +46.9% |
| 1Y | +39.3% | -59.1% | +98.4% | +64.4% |
| All | +39.3% | -58.9% | +98.2% | +64.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FIG.
Daily Out/Under-Performance
Portfolio return minus FIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIG 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 FIG 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