+46.0%
ASML vs FRMI
-93.7%
+139.8%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -7.2% | +6.9% | +0.7% |
| 7D | -2.9% | -24.3% | +21.5% | +0.8% |
| 30D | -15.2% | -55.1% | +39.9% | -6.6% |
| 3M | -12.9% | -73.8% | +60.9% | +1.6% |
| 6M | -5.0% | -70.6% | +65.5% | +8.7% |
| YTD | +41.8% | -80.8% | +122.6% | +67.2% |
| 1Y | +46.0% | -93.9% | +140.0% | +91.0% |
| All | +46.0% | -93.7% | +139.8% | +91.0% |
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