+164.9%
ASML vs FLR
+58.4%
+106.5%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.3% | +6.5% | +5.0% |
| 7D | +1.1% | +5.4% | -4.3% | -1.0% |
| 30D | +2.2% | +11.4% | -9.2% | -2.9% |
| 3M | -2.3% | +11.4% | -13.7% | -6.8% |
| 6M | +23.0% | +16.6% | +6.3% | +14.1% |
| YTD | +61.1% | +41.7% | +19.3% | +39.6% |
| 1Y | +129.1% | +35.4% | +93.7% | +100.4% |
| All | +164.9% | +58.4% | +106.5% | +91.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 3y: compounded portfolio wealth divided by compounded FLR 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…
3y analysis · Full analysis span regression · 6 months rolling