+107.9%
ASML vs FRSH
-70.6%
+178.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -4.7% | +8.9% | +5.2% |
| 7D | +1.1% | -8.2% | +9.3% | +2.8% |
| 30D | +2.2% | +10.5% | -8.3% | -0.3% |
| 3M | -2.3% | +32.7% | -35.0% | -9.4% |
| 6M | +23.0% | +50.3% | -27.3% | +9.4% |
| YTD | +61.1% | +3.9% | +57.1% | +55.6% |
| 1Y | +129.1% | -2.2% | +131.3% | +124.1% |
| 3Y | +165.4% | -42.9% | +208.3% | +187.5% |
| All | +107.9% | -70.6% | +178.4% | +109.0% |
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