+128.9%
ASML vs FOXA
+117.4%
+11.4%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -1.5% | +6.5% | +5.2% |
| 7D | -9.0% | +5.4% | -14.4% | -9.7% |
| 30D | -21.0% | +6.3% | -27.2% | -21.8% |
| 3M | -16.3% | +8.3% | -24.6% | -17.7% |
| 6M | -7.5% | +7.6% | -15.1% | -9.8% |
| YTD | +34.0% | -7.9% | +41.9% | +38.0% |
| 1Y | +39.3% | +2.4% | +36.9% | +37.7% |
| 3Y | +128.9% | +120.3% | +8.5% | +93.1% |
| All | +128.9% | +117.4% | +11.4% | +93.1% |
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