+54.2%
ASML vs FRMI
-92.8%
+146.9%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +17.5% | -15.8% | -0.3% |
| 7D | +2.5% | -0.5% | +3.1% | +2.4% |
| 30D | -12.2% | -44.3% | +32.1% | -7.2% |
| 3M | -14.6% | -74.6% | +60.0% | -2.8% |
| 6M | -1.7% | -66.3% | +64.5% | +8.5% |
| YTD | +44.3% | -77.4% | +121.7% | +62.9% |
| 1Y | +51.0% | -91.7% | +142.7% | +74.2% |
| All | +54.2% | -92.8% | +146.9% | +76.2% |
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