+96.8%
ASML vs FIG
-78.3%
+175.1%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -16.7% | +7.3% | -10.1% |
| 7D | -19.0% | -17.4% | -1.7% | -19.7% |
| 30D | -25.9% | -15.9% | -10.0% | -26.4% |
| 3M | -19.1% | -34.5% | +15.4% | -20.5% |
| 6M | -5.7% | -5.0% | -0.7% | -5.7% |
| YTD | +27.6% | -50.7% | +78.2% | +31.0% |
| 1Y | +30.8% | -58.1% | +88.9% | +35.0% |
| All | +96.8% | -78.3% | +175.1% | +102.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling