+2,692.8%
ASML vs FIVE
+867.4%
+1,825.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +6.7% | -10.3% | -5.4% |
| 7D | -10.0% | +7.5% | -17.5% | -11.9% |
| 30D | -19.4% | +16.7% | -36.2% | -23.0% |
| 3M | -12.5% | +13.4% | -25.8% | -16.0% |
| 6M | +8.2% | +9.0% | -0.8% | +4.3% |
| YTD | +40.7% | +33.8% | +6.9% | +27.9% |
| 1Y | +46.1% | +61.2% | -15.0% | +25.9% |
| 3Y | +138.5% | +42.1% | +96.4% | +97.9% |
| 5Y | +84.2% | +21.4% | +62.8% | +55.3% |
| 10Y | +1,505.1% | +609.1% | +896.0% | +866.5% |
| All | +2,692.8% | +867.4% | +1,825.4% | +1,420.7% |
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