+86.4%
ASML vs ON
+17.3%
+69.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +9.2% | -2.9% | +1.7% |
| 7D | -0.8% | -1.4% | +0.6% | -0.1% |
| 30D | -14.9% | -10.9% | -4.0% | -10.0% |
| 3M | -13.0% | -14.9% | +1.9% | -6.8% |
| 6M | -4.7% | -33.0% | +28.3% | +10.3% |
| YTD | +42.3% | +27.6% | +14.7% | +16.1% |
| 1Y | +49.7% | +44.5% | +5.2% | +14.3% |
| 3Y | +144.3% | +7.4% | +136.9% | +97.5% |
| 5Y | +86.4% | +18.7% | +67.6% | +24.0% |
| All | +86.4% | +17.3% | +69.0% | +24.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ON.
Daily Out/Under-Performance
Portfolio return minus ON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ON 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 5y: compounded portfolio wealth divided by compounded ON 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…
5y analysis · Full analysis span regression · 6 months rolling