+80,969.6%
ASML vs OMC
+2,406.3%
+78,563.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.8% | +5.8% | +5.5% |
| 7D | -9.0% | +6.3% | -15.3% | -12.4% |
| 30D | -21.0% | +15.4% | -36.3% | -27.7% |
| 3M | -16.3% | +5.8% | -22.1% | -20.3% |
| 6M | -7.5% | +14.7% | -22.2% | -17.8% |
| YTD | +34.0% | +10.3% | +23.7% | +18.7% |
| 1Y | +39.3% | +23.2% | +16.0% | +14.4% |
| 3Y | +128.9% | +24.6% | +104.2% | +79.8% |
| 5Y | +76.1% | +50.1% | +26.0% | +22.6% |
| 10Y | +1,428.4% | +54.3% | +1,374.1% | +830.8% |
| All | +80,969.6% | +2,406.3% | +78,563.4% | +17,010.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling