+72.1%
ASML vs FRMI
-79.6%
+151.7%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +5.3% | -1.2% | +3.7% |
| 7D | +1.1% | +2.4% | -1.3% | +0.9% |
| 30D | +2.2% | -17.3% | +19.5% | +3.5% |
| 3M | -2.3% | -17.2% | +14.9% | -1.2% |
| 6M | +23.0% | -43.4% | +66.3% | +26.8% |
| YTD | +61.1% | -36.0% | +97.1% | +64.3% |
| All | +72.1% | -79.6% | +151.7% | +77.7% |
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