+83.7%
ASML vs FRSH
-72.2%
+155.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.8% | +7.0% | +6.4% |
| 7D | -0.8% | -15.5% | +14.6% | +2.6% |
| 30D | -14.9% | -13.7% | -1.2% | -12.4% |
| 3M | -13.0% | +1.4% | -14.4% | -14.0% |
| 6M | -4.7% | +36.0% | -40.7% | -13.2% |
| YTD | +42.3% | -2.0% | +44.3% | +38.4% |
| 1Y | +49.7% | +7.3% | +42.4% | +41.7% |
| 3Y | +144.3% | -29.6% | +173.8% | +147.4% |
| 5Y | +86.4% | -69.2% | +155.6% | +89.4% |
| All | +83.7% | -72.2% | +155.9% | +85.9% |
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