+1,644.6%
ASML vs FIX
+5,813.3%
-4,168.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.9% | +2.3% | +3.4% |
| 7D | +1.1% | +6.0% | -4.9% | -1.1% |
| 30D | +2.2% | -7.2% | +9.4% | +4.9% |
| 3M | -2.3% | -15.9% | +13.6% | +4.0% |
| 6M | +23.0% | +12.7% | +10.2% | +17.3% |
| YTD | +61.1% | +72.8% | -11.7% | +31.5% |
| 1Y | +129.1% | +122.9% | +6.2% | +68.7% |
| 3Y | +165.4% | +774.3% | -609.0% | +11.6% |
| 5Y | +109.5% | +2,049.5% | -1,940.0% | -35.7% |
| All | +1,644.6% | +5,813.3% | -4,168.7% | +316.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FIX.
Daily Out/Under-Performance
Portfolio return minus FIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIX 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 FIX 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