+52.0%
ASML vs FRMI
-93.4%
+145.4%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +5.7% | +0.5% | +5.5% |
| 7D | -0.8% | -24.7% | +23.9% | +2.3% |
| 30D | -14.9% | -51.6% | +36.7% | -8.4% |
| 3M | -13.0% | -73.1% | +60.2% | -1.2% |
| 6M | -4.7% | -68.3% | +63.6% | +6.3% |
| YTD | +42.3% | -79.3% | +121.6% | +62.6% |
| 1Y | +49.7% | -93.2% | +142.9% | +74.7% |
| All | +52.0% | -93.4% | +145.4% | +75.9% |
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