+129.1%
ASML vs M
+46.1%
+83.0%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.6% | +1.6% | +3.4% |
| 7D | +1.1% | +4.7% | -3.6% | -0.2% |
| 30D | +2.2% | -9.6% | +11.8% | +5.1% |
| 3M | -2.3% | +0.9% | -3.1% | -3.8% |
| 6M | +23.0% | +22.3% | +0.7% | +13.3% |
| YTD | +61.1% | +6.5% | +54.5% | +51.8% |
| 1Y | +129.1% | +38.8% | +90.3% | +95.2% |
| All | +129.1% | +46.1% | +83.0% | +95.2% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 1y: compounded portfolio wealth divided by compounded M 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…
1y analysis · Full analysis span regression · 6 months rolling