+30.8%
ASML vs FIX
+0.4%
+30.4%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -11.6% | +2.2% | -3.2% |
| 7D | -19.0% | -27.2% | +8.2% | -5.0% |
| 30D | -25.9% | -46.9% | +21.0% | +3.0% |
| 3M | -19.1% | -44.4% | +25.4% | +8.9% |
| 6M | -5.7% | -50.9% | +45.2% | +35.4% |
| YTD | +27.6% | +3.5% | +24.0% | +20.8% |
| 1Y | +30.8% | -2.1% | +32.9% | +26.3% |
| All | +30.8% | +0.4% | +30.4% | +26.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling