+164.9%
ASML vs FOXA
+119.1%
+45.8%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -3.4% | +7.6% | +4.8% |
| 7D | +1.1% | -4.0% | +5.1% | +1.8% |
| 30D | +2.2% | +12.0% | -9.8% | -0.1% |
| 3M | -2.3% | +0.3% | -2.6% | -2.6% |
| 6M | +23.0% | +12.5% | +10.5% | +17.9% |
| YTD | +61.1% | -9.6% | +70.7% | +66.5% |
| 1Y | +129.1% | +8.6% | +120.5% | +119.7% |
| All | +164.9% | +119.1% | +45.8% | +114.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FOXA.
Daily Out/Under-Performance
Portfolio return minus FOXA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FOXA 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 FOXA 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