+46.0%
ASML vs FIG
-58.4%
+104.4%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.0% | +3.6% | -0.7% |
| 7D | -2.9% | -11.4% | +8.6% | -3.7% |
| 30D | -15.2% | -17.2% | +2.0% | -16.5% |
| 3M | -12.9% | -26.6% | +13.7% | -15.0% |
| 6M | -5.0% | -9.8% | +4.8% | -4.1% |
| YTD | +41.8% | -50.1% | +92.0% | +54.7% |
| 1Y | +46.0% | -58.1% | +104.1% | +68.2% |
| All | +46.0% | -58.4% | +104.4% | +68.2% |
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