+3,096.5%
ASML vs FIVE
+868.1%
+2,228.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +5.1% | -0.9% | +2.8% |
| 7D | +1.1% | +4.3% | -3.2% | 0.0% |
| 30D | +2.2% | +12.5% | -10.3% | -1.3% |
| 3M | -2.3% | +31.2% | -33.5% | -9.7% |
| 6M | +23.0% | +14.4% | +8.6% | +17.2% |
| YTD | +61.1% | +33.9% | +27.2% | +46.9% |
| 1Y | +129.1% | +65.1% | +64.1% | +96.6% |
| 3Y | +165.4% | +49.0% | +116.4% | +117.9% |
| 5Y | +109.5% | +30.3% | +79.2% | +74.2% |
| 10Y | +1,645.7% | +481.1% | +1,164.6% | +978.4% |
| All | +3,096.5% | +868.1% | +2,228.4% | +1,647.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling