+72.9%
ASML vs FRSH
-72.0%
+144.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -4.6% | +9.7% | +6.0% |
| 7D | -9.0% | -17.7% | +8.7% | -5.3% |
| 30D | -21.0% | -11.0% | -10.0% | -19.2% |
| 3M | -16.3% | +4.5% | -20.8% | -17.8% |
| 6M | -7.5% | +36.2% | -43.7% | -15.8% |
| YTD | +34.0% | -1.1% | +35.1% | +30.1% |
| 1Y | +39.3% | +11.6% | +27.7% | +30.5% |
| 3Y | +128.9% | -33.9% | +162.8% | +136.0% |
| 5Y | +76.1% | -68.4% | +144.5% | +78.6% |
| All | +72.9% | -72.0% | +144.9% | +74.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling