-5.7%
ASML vs FLEX
-28.3%
+22.6%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -13.6% | +4.3% | -4.2% |
| 7D | -19.0% | -28.3% | +9.3% | -8.6% |
| 30D | -25.9% | -45.0% | +19.1% | -8.6% |
| 3M | -19.1% | -45.2% | +26.2% | -0.2% |
| 6M | -5.7% | -30.8% | +25.1% | +10.9% |
| All | -5.7% | -28.3% | +22.6% | +10.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FLEX.
Daily Out/Under-Performance
Portfolio return minus FLEX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLEX 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 6mo: compounded portfolio wealth divided by compounded FLEX 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…
6mo analysis · Full analysis span regression · 6 months rolling