+77.1%
ASML vs FRMI
-77.3%
+154.3%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +11.5% | -8.6% | +1.8% |
| 7D | +6.0% | +23.3% | -17.3% | +3.8% |
| 30D | +1.4% | -7.6% | +9.0% | +1.6% |
| 3M | +1.0% | +0.2% | +0.9% | +0.3% |
| 6M | +37.0% | -28.7% | +65.7% | +38.5% |
| YTD | +65.8% | -28.6% | +94.4% | +67.2% |
| All | +77.1% | -77.3% | +154.3% | +80.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling