+8,075.3%
ASML vs FTI
+2,165.1%
+5,910.2%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.3% | +4.5% | +4.3% |
| 7D | +1.1% | +5.3% | -4.2% | -0.6% |
| 30D | +2.2% | +15.3% | -13.1% | -2.6% |
| 3M | -2.3% | +15.8% | -18.1% | -7.1% |
| 6M | +23.0% | +22.6% | +0.4% | +14.2% |
| YTD | +61.1% | +79.5% | -18.5% | +31.9% |
| 1Y | +129.1% | +102.0% | +27.1% | +79.5% |
| 3Y | +165.4% | +315.8% | -150.5% | +58.9% |
| 5Y | +109.5% | +1,129.5% | -1,020.0% | -18.8% |
| 10Y | +1,645.7% | +320.9% | +1,324.8% | +701.1% |
| All | +8,075.3% | +2,165.1% | +5,910.2% | +894.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling