+990.4%
ASML vs IR
+316.5%
+674.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -2.8% | -6.6% | -7.8% |
| 7D | -19.0% | +2.3% | -21.3% | -20.0% |
| 30D | -25.9% | +3.3% | -29.3% | -27.3% |
| 3M | -19.1% | -9.0% | -10.0% | -14.9% |
| 6M | -5.7% | +8.0% | -13.7% | -10.4% |
| YTD | +27.6% | +3.4% | +24.2% | +23.3% |
| 1Y | +30.8% | +4.5% | +26.3% | +25.3% |
| 3Y | +116.2% | +25.6% | +90.6% | +87.1% |
| 5Y | +67.7% | +43.8% | +23.9% | +34.5% |
| All | +990.4% | +316.5% | +674.0% | +502.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling