+1,644.6%
ASML vs IT
+103.9%
+1,540.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -4.6% | +8.8% | +5.8% |
| 7D | +1.1% | -6.0% | +7.1% | +3.1% |
| 30D | +2.2% | 0.0% | +2.2% | +1.5% |
| 3M | -2.3% | +13.1% | -15.4% | -9.8% |
| 6M | +23.0% | +11.7% | +11.3% | +11.7% |
| YTD | +61.1% | -26.1% | +87.2% | +73.2% |
| 1Y | +129.1% | -21.3% | +150.4% | +135.6% |
| 3Y | +165.4% | -46.7% | +212.1% | +218.7% |
| 5Y | +109.5% | -40.5% | +150.0% | +136.6% |
| All | +1,644.6% | +103.9% | +1,540.7% | +1,106.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling