+1,534.9%
ASML vs FIVE
+562.8%
+972.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.3% |
| 7D | -2.9% | +7.3% | -10.2% | -5.1% |
| 30D | -15.2% | +18.1% | -33.3% | -19.7% |
| 3M | -12.9% | +7.7% | -20.6% | -15.5% |
| 6M | -5.0% | +13.6% | -18.7% | -10.3% |
| YTD | +41.8% | +34.6% | +7.2% | +26.4% |
| 1Y | +46.0% | +66.2% | -20.2% | +21.2% |
| 3Y | +133.5% | +43.5% | +90.0% | +87.0% |
| 5Y | +93.0% | +20.7% | +72.3% | +58.3% |
| 10Y | +1,534.9% | +541.5% | +993.4% | +870.1% |
| All | +1,534.9% | +562.8% | +972.1% | +870.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 10y: compounded portfolio wealth divided by compounded FIVE 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…
10y analysis · Full analysis span regression · 6 months rolling