+85,040.9%
ASML vs M
+379.5%
+84,661.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +7.6% | -11.2% | -5.9% |
| 7D | -10.0% | +8.3% | -18.3% | -12.3% |
| 30D | -19.4% | +14.2% | -33.6% | -22.9% |
| 3M | -12.5% | -1.1% | -11.4% | -12.8% |
| 6M | +8.2% | +36.6% | -28.4% | -2.9% |
| YTD | +40.7% | +19.8% | +20.9% | +30.7% |
| 1Y | +46.1% | +37.2% | +9.0% | +29.7% |
| 3Y | +138.5% | +124.5% | +14.0% | +70.2% |
| 5Y | +84.2% | +1.5% | +82.7% | +57.2% |
| 10Y | +1,505.1% | +7.8% | +1,497.3% | +911.8% |
| All | +85,040.9% | +379.5% | +84,661.4% | +23,676.5% |
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