+144.3%
ASML vs OMC
+29.2%
+115.1%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +2.5% | +3.7% | +5.9% |
| 7D | -0.8% | +5.4% | -6.2% | -1.4% |
| 30D | -14.9% | +15.7% | -30.6% | -16.4% |
| 3M | -13.0% | +4.9% | -17.9% | -13.4% |
| 6M | -4.7% | +17.3% | -22.0% | -7.7% |
| YTD | +42.3% | +13.0% | +29.3% | +38.7% |
| 1Y | +49.7% | +24.1% | +25.6% | +40.8% |
| 3Y | +144.3% | +31.2% | +113.1% | +110.6% |
| All | +144.3% | +29.2% | +115.1% | +110.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling