+97,349.8%
ASML vs M
+326.4%
+97,023.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.6% | +1.6% | +3.4% |
| 7D | +1.1% | +4.7% | -3.6% | -0.3% |
| 30D | +2.2% | -9.6% | +11.8% | +5.3% |
| 3M | -2.3% | +0.9% | -3.1% | -3.2% |
| 6M | +23.0% | +22.3% | +0.7% | +14.8% |
| YTD | +61.1% | +6.5% | +54.5% | +56.0% |
| 1Y | +129.1% | +38.8% | +90.3% | +103.7% |
| 3Y | +165.4% | +115.9% | +49.5% | +92.4% |
| 5Y | +109.5% | +28.6% | +80.8% | +64.8% |
| 10Y | +1,645.7% | -2.5% | +1,648.3% | +1,037.3% |
| All | +97,349.8% | +326.4% | +97,023.4% | +28,273.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling