+129.1%
ASML vs IT
-24.5%
+153.6%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -4.6% | +8.8% | +3.5% |
| 7D | +1.1% | -6.0% | +7.1% | +0.3% |
| 30D | +2.2% | 0.0% | +2.2% | +2.4% |
| 3M | -2.3% | +13.1% | -15.4% | +2.6% |
| 6M | +23.0% | +11.7% | +11.3% | +29.8% |
| YTD | +61.1% | -26.1% | +87.2% | +73.6% |
| 1Y | +129.1% | -21.3% | +150.4% | +149.8% |
| All | +129.1% | -24.5% | +153.6% | +149.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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