+1,395.4%
ASML vs IT
+100.5%
+1,294.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -4.0% | +9.0% | +6.3% |
| 7D | -9.0% | -16.9% | +7.9% | -4.1% |
| 30D | -21.0% | +2.3% | -23.3% | -22.7% |
| 3M | -16.3% | +2.9% | -19.2% | -19.6% |
| 6M | -7.5% | +25.9% | -33.4% | -21.2% |
| YTD | +34.0% | -24.6% | +58.6% | +39.8% |
| 1Y | +39.3% | -16.0% | +55.3% | +37.1% |
| 3Y | +128.9% | -51.6% | +180.4% | +186.7% |
| 5Y | +76.1% | -42.6% | +118.7% | +98.1% |
| All | +1,395.4% | +100.5% | +1,294.9% | +826.2% |
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