+46.6%
ASML vs FND
-10.2%
+56.8%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +4.1% | +2.2% | +5.3% |
| 7D | -0.8% | +8.5% | -9.4% | -2.6% |
| 30D | -14.9% | +17.2% | -32.1% | -18.0% |
| 3M | -13.0% | -14.9% | +2.0% | -8.9% |
| 6M | -4.7% | +3.1% | -7.8% | -7.2% |
| YTD | +42.3% | -12.4% | +54.7% | +41.1% |
| All | +46.6% | -10.2% | +56.8% | +45.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 1y: compounded portfolio wealth divided by compounded FND 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…
1y analysis · Full analysis span regression · 6 months rolling