+67.7%
ASML vs IT
-40.4%
+108.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -4.4% | -4.9% | -8.4% |
| 7D | -19.0% | -12.0% | -7.0% | -17.0% |
| 30D | -25.9% | +7.1% | -33.0% | -27.9% |
| 3M | -19.1% | +6.3% | -25.3% | -22.0% |
| 6M | -5.7% | +32.5% | -38.2% | -17.9% |
| YTD | +27.6% | -21.5% | +49.1% | +37.8% |
| 1Y | +30.8% | -16.5% | +47.2% | +35.8% |
| 3Y | +116.2% | -48.8% | +165.0% | +183.5% |
| 5Y | +67.7% | -40.2% | +107.9% | +81.5% |
| All | +67.7% | -40.4% | +108.1% | +81.5% |
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