+742.4%
ASML vs FOXA
+94.4%
+648.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -1.5% | +6.5% | +5.5% |
| 7D | -9.0% | +5.4% | -14.4% | -10.5% |
| 30D | -21.0% | +6.3% | -27.2% | -22.7% |
| 3M | -16.3% | +8.3% | -24.6% | -19.0% |
| 6M | -7.5% | +7.6% | -15.1% | -11.8% |
| YTD | +34.0% | -7.9% | +41.9% | +34.6% |
| 1Y | +39.3% | +2.4% | +36.9% | +34.3% |
| 3Y | +128.9% | +120.3% | +8.5% | +63.5% |
| 5Y | +76.1% | +71.0% | +5.1% | +35.8% |
| All | +742.4% | +94.4% | +648.0% | +448.8% |
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