+67.7%
ASML vs M
-6.1%
+73.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -5.9% | -3.5% | -7.7% |
| 7D | -19.0% | -2.1% | -16.9% | -18.6% |
| 30D | -25.9% | +7.7% | -33.6% | -27.6% |
| 3M | -19.1% | -4.4% | -14.7% | -18.4% |
| 6M | -5.7% | +27.5% | -33.2% | -13.1% |
| YTD | +27.6% | +12.8% | +14.8% | +21.1% |
| 1Y | +30.8% | +20.7% | +10.1% | +21.4% |
| 3Y | +116.2% | +111.3% | +4.9% | +57.9% |
| 5Y | +67.7% | -6.3% | +74.0% | +47.0% |
| All | +67.7% | -6.1% | +73.8% | +47.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling