+164.9%
ASML vs FIVE
+50.0%
+114.9%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +5.1% | -0.9% | +2.9% |
| 7D | +1.1% | +4.3% | -3.2% | 0.0% |
| 30D | +2.2% | +12.5% | -10.3% | -1.1% |
| 3M | -2.3% | +31.2% | -33.5% | -9.2% |
| 6M | +23.0% | +14.4% | +8.6% | +17.7% |
| YTD | +61.1% | +33.9% | +27.2% | +48.1% |
| 1Y | +129.1% | +65.1% | +64.1% | +99.2% |
| All | +164.9% | +50.0% | +114.9% | +93.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling