+148.5%
ASML vs FIG
-71.6%
+220.1%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -4.4% | +8.5% | +3.9% |
| 7D | +1.1% | -16.3% | +17.4% | +0.2% |
| 30D | +2.2% | -14.3% | +16.5% | +1.6% |
| 3M | -2.3% | +7.2% | -9.4% | -0.9% |
| 6M | +23.0% | -18.6% | +41.6% | +26.4% |
| YTD | +61.1% | -35.5% | +96.5% | +67.4% |
| 1Y | +129.1% | -55.8% | +184.9% | +141.6% |
| All | +148.5% | -71.6% | +220.1% | +159.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling