+85,040.9%
ASML vs FLEX
+5,459.2%
+79,581.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -12.3% | +8.7% | +1.8% |
| 7D | -10.0% | -17.0% | +7.0% | -2.7% |
| 30D | -19.4% | -33.8% | +14.4% | -4.8% |
| 3M | -12.5% | -39.0% | +26.6% | +6.9% |
| 6M | +8.2% | -15.9% | +24.1% | +10.3% |
| YTD | +40.7% | +27.8% | +12.9% | +18.5% |
| 1Y | +46.1% | +25.0% | +21.2% | +23.6% |
| 3Y | +138.5% | +292.3% | -153.8% | +19.0% |
| 5Y | +84.2% | +472.6% | -388.4% | -22.0% |
| 10Y | +1,505.1% | +653.7% | +851.5% | +430.8% |
| All | +85,040.9% | +5,459.2% | +79,581.7% | +12,041.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling