+8,600.9%
ASML vs FLR
+603.8%
+7,997.1%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.3% | +6.5% | +4.9% |
| 7D | +1.1% | +5.4% | -4.3% | -0.7% |
| 30D | +2.2% | +11.4% | -9.2% | -2.0% |
| 3M | -2.3% | +11.4% | -13.7% | -6.0% |
| 6M | +23.0% | +16.6% | +6.3% | +15.8% |
| YTD | +61.1% | +41.7% | +19.3% | +42.7% |
| 1Y | +129.1% | +35.4% | +93.7% | +105.1% |
| 3Y | +165.4% | +57.3% | +108.0% | +116.3% |
| 5Y | +109.5% | +241.0% | -131.5% | +29.2% |
| 10Y | +1,645.7% | +16.6% | +1,629.1% | +1,075.2% |
| All | +8,600.9% | +603.8% | +7,997.1% | +2,553.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling