+18,481.5%
ASML vs FIX
+12,471.5%
+6,010.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.9% | +2.3% | +3.6% |
| 7D | +1.1% | +6.0% | -4.9% | -0.6% |
| 30D | +2.2% | -7.2% | +9.4% | +4.3% |
| 3M | -2.3% | -15.9% | +13.6% | +2.6% |
| 6M | +23.0% | +12.7% | +10.2% | +18.8% |
| YTD | +61.1% | +72.8% | -11.7% | +37.9% |
| 1Y | +129.1% | +122.9% | +6.2% | +81.1% |
| 3Y | +165.4% | +774.3% | -609.0% | +38.3% |
| 5Y | +109.5% | +2,049.5% | -1,940.0% | -14.3% |
| 10Y | +1,645.7% | +5,821.5% | -4,175.7% | +416.9% |
| All | +18,481.5% | +12,471.5% | +6,010.0% | +2,893.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling