+39.3%
ASML vs FTI
+49.9%
-10.7%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +3.1% | +1.9% | +3.7% |
| 7D | -9.0% | -7.6% | -1.4% | -6.1% |
| 30D | -21.0% | -7.1% | -13.8% | -18.7% |
| 3M | -16.3% | -8.7% | -7.6% | -13.2% |
| 6M | -7.5% | -14.0% | +6.5% | -2.6% |
| YTD | +34.0% | +42.8% | -8.9% | +4.6% |
| 1Y | +39.3% | +50.4% | -11.1% | +6.6% |
| All | +39.3% | +49.9% | -10.7% | +6.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 1y: compounded portfolio wealth divided by compounded FTI 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…
1y analysis · Full analysis span regression · 6 months rolling