+164.9%
ASML vs OMC
+15.0%
+150.0%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.5% | +6.7% | +4.6% |
| 7D | +1.1% | -6.4% | +7.5% | +2.2% |
| 30D | +2.2% | +1.1% | +1.1% | +1.8% |
| 3M | -2.3% | +10.4% | -12.7% | -5.1% |
| 6M | +23.0% | -1.7% | +24.7% | +22.9% |
| YTD | +61.1% | +4.4% | +56.6% | +58.1% |
| 1Y | +129.1% | +8.4% | +120.7% | +120.2% |
| All | +164.9% | +15.0% | +150.0% | +123.7% |
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