+113.9%
ASML vs FRSH
-72.0%
+185.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -4.9% | +7.9% | +3.9% |
| 7D | +6.0% | -10.1% | +16.1% | +8.2% |
| 30D | +1.4% | +2.2% | -0.8% | +0.5% |
| 3M | +1.0% | +28.6% | -27.6% | -5.8% |
| 6M | +37.0% | +40.2% | -3.2% | +23.6% |
| YTD | +65.8% | -1.2% | +67.0% | +61.7% |
| 1Y | +123.1% | -7.9% | +131.0% | +121.0% |
| 3Y | +188.2% | -44.7% | +232.9% | +213.9% |
| All | +113.9% | -72.0% | +185.9% | +117.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 FRSH 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