-5.7%
ASML vs IR
+7.2%
-12.9%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -2.8% | -6.6% | -7.9% |
| 7D | -19.0% | +2.3% | -21.3% | -19.7% |
| 30D | -25.9% | +3.3% | -29.3% | -26.9% |
| 3M | -19.1% | -9.0% | -10.0% | -15.5% |
| 6M | -5.7% | +8.0% | -13.7% | -11.3% |
| All | -5.7% | +7.2% | -12.9% | -11.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 6mo: compounded portfolio wealth divided by compounded IR 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…
6mo analysis · Full analysis span regression · 6 months rolling