+16,134.5%
ASML vs FIX
+8,419.6%
+7,714.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -15.1% | +11.5% | +0.8% |
| 7D | -10.0% | -18.9% | +8.9% | -4.7% |
| 30D | -19.4% | -36.3% | +16.9% | -8.9% |
| 3M | -12.5% | -38.5% | +26.0% | -0.2% |
| 6M | +8.2% | -42.3% | +50.5% | +25.7% |
| YTD | +40.7% | +17.1% | +23.6% | +33.9% |
| 1Y | +46.1% | +14.4% | +31.8% | +39.6% |
| 3Y | +138.5% | +486.7% | -348.2% | +39.0% |
| 5Y | +84.2% | +1,083.7% | -999.6% | -11.6% |
| 10Y | +1,505.1% | +3,932.4% | -2,427.3% | +429.4% |
| All | +16,134.5% | +8,419.6% | +7,714.9% | +2,805.9% |
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 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