+108.6%
ASML vs FIX
+2,061.9%
-1,953.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.9% | +2.3% | +3.3% |
| 7D | +1.1% | +6.0% | -4.9% | -1.5% |
| 30D | +2.2% | -7.2% | +9.4% | +5.4% |
| 3M | -2.3% | -15.9% | +13.6% | +5.0% |
| 6M | +23.0% | +12.7% | +10.2% | +16.0% |
| YTD | +61.1% | +72.8% | -11.7% | +26.5% |
| 1Y | +129.1% | +122.9% | +6.2% | +58.8% |
| 3Y | +165.4% | +774.3% | -609.0% | -15.6% |
| All | +108.6% | +2,061.9% | -1,953.3% | -61.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling