+912.6%
ASML vs FOXA
+90.8%
+821.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -3.4% | +7.6% | +5.3% |
| 7D | +1.1% | -4.0% | +5.1% | +2.3% |
| 30D | +2.2% | +12.0% | -9.8% | -1.7% |
| 3M | -2.3% | +0.3% | -2.6% | -3.7% |
| 6M | +23.0% | +12.5% | +10.5% | +15.6% |
| YTD | +61.1% | -9.6% | +70.7% | +63.6% |
| 1Y | +129.1% | +8.6% | +120.5% | +116.0% |
| 3Y | +165.4% | +118.5% | +46.8% | +90.6% |
| 5Y | +109.5% | +88.8% | +20.7% | +57.2% |
| All | +912.6% | +90.8% | +821.7% | +566.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling