+47.5%
ASML vs OMC
+24.0%
+23.5%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.4% | +0.1% |
| 7D | +4.9% | +1.9% | +3.1% | +5.3% |
| 30D | -9.3% | +12.2% | -21.5% | -7.1% |
| 3M | -19.0% | +0.6% | -19.6% | -18.0% |
| 6M | -5.2% | +21.0% | -26.2% | -2.1% |
| YTD | +40.6% | +12.4% | +28.2% | +42.9% |
| 1Y | +47.5% | +25.4% | +22.1% | +54.0% |
| All | +47.5% | +24.0% | +23.5% | +54.0% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 OMC 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