+97,349.8%
ASML vs OMC
+2,273.0%
+95,076.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.5% | +6.7% | +5.6% |
| 7D | +1.1% | -6.4% | +7.5% | +4.7% |
| 30D | +2.2% | +1.1% | +1.1% | +1.0% |
| 3M | -2.3% | +10.4% | -12.7% | -9.9% |
| 6M | +23.0% | -1.7% | +24.7% | +20.6% |
| YTD | +61.1% | +4.4% | +56.6% | +49.0% |
| 1Y | +129.1% | +8.4% | +120.7% | +103.7% |
| 3Y | +165.4% | +14.4% | +151.0% | +122.1% |
| 5Y | +109.5% | +33.9% | +75.6% | +57.5% |
| 10Y | +1,645.7% | +34.9% | +1,610.9% | +1,070.2% |
| All | +97,349.8% | +2,273.0% | +95,076.7% | +21,377.9% |
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