+117.9%
ASML vs FITB
+124.9%
-7.0%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -2.3% | -7.0% | -8.4% |
| 7D | -19.0% | -1.8% | -17.2% | -18.4% |
| 30D | -25.9% | +4.8% | -30.7% | -27.3% |
| 3M | -19.1% | -6.4% | -12.6% | -17.0% |
| 6M | -5.7% | +7.9% | -13.6% | -9.0% |
| YTD | +27.6% | +17.0% | +10.6% | +18.6% |
| 1Y | +30.8% | +29.9% | +0.8% | +16.6% |
| All | +117.9% | +124.9% | -7.0% | +59.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FITB.
Daily Out/Under-Performance
Portfolio return minus FITB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FITB 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 FITB 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