+75.5%
ASML vs IT
-43.2%
+118.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -4.0% | +9.0% | +5.9% |
| 7D | -9.0% | -16.9% | +7.9% | -5.6% |
| 30D | -21.0% | +2.3% | -23.3% | -22.3% |
| 3M | -16.3% | +2.9% | -19.2% | -18.8% |
| 6M | -7.5% | +25.9% | -33.4% | -18.5% |
| YTD | +34.0% | -24.6% | +58.6% | +45.9% |
| 1Y | +39.3% | -16.0% | +55.3% | +42.2% |
| 3Y | +128.9% | -51.6% | +180.4% | +206.2% |
| All | +75.5% | -43.2% | +118.6% | +95.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling