+30.8%
ASML vs M
+28.8%
+2.0%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -5.9% | -3.5% | -7.9% |
| 7D | -19.0% | -2.1% | -16.9% | -18.5% |
| 30D | -25.9% | +7.7% | -33.6% | -27.2% |
| 3M | -19.1% | -4.4% | -14.7% | -18.1% |
| 6M | -5.7% | +27.5% | -33.2% | -13.6% |
| YTD | +27.6% | +12.8% | +14.8% | +17.4% |
| 1Y | +30.8% | +20.7% | +10.1% | +18.9% |
| All | +30.8% | +28.8% | +2.0% | +18.9% |
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