+43.1%
ASML vs FRMI
-93.8%
+136.9%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +2.6% | +2.4% | +4.7% |
| 7D | -9.0% | -39.8% | +30.8% | -3.9% |
| 30D | -21.0% | -60.5% | +39.5% | -13.1% |
| 3M | -16.3% | -74.6% | +58.3% | -4.4% |
| 6M | -7.5% | -71.8% | +64.2% | +4.3% |
| YTD | +34.0% | -80.4% | +114.4% | +54.1% |
| 1Y | +39.3% | -93.9% | +133.2% | +63.3% |
| All | +43.1% | -93.8% | +136.9% | +66.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling