+46.1%
ASML vs FRMI
-93.1%
+139.3%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -10.6% | +7.0% | -2.2% |
| 7D | -10.0% | -39.7% | +29.7% | -4.2% |
| 30D | -19.4% | -55.2% | +35.7% | -11.5% |
| 3M | -12.5% | -71.2% | +58.7% | +0.7% |
| 6M | +8.2% | -64.1% | +72.3% | +20.6% |
| YTD | +40.7% | -77.2% | +118.0% | +62.3% |
| 1Y | +46.1% | -93.2% | +139.3% | +95.1% |
| All | +46.1% | -93.1% | +139.3% | +95.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FRMI.
Daily Out/Under-Performance
Portfolio return minus FRMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRMI 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 FRMI 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