+97,349.8%
ASML vs IT
+1,648.6%
+95,701.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -10.1% |
| 6M | +23.0% | +11.7% | +11.3% | +11.5% |
| YTD | +61.1% | -26.1% | +87.2% | +66.9% |
| 1Y | +129.1% | -21.3% | +150.4% | +129.8% |
| 3Y | +165.4% | -46.7% | +212.1% | +199.6% |
| 5Y | +109.5% | -40.5% | +150.0% | +129.1% |
| 10Y | +1,645.7% | +103.9% | +1,541.8% | +1,080.2% |
| All | +97,349.8% | +1,648.6% | +95,701.2% | +30,043.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling