+4,496.7%
ASML vs ON
+199.0%
+4,297.7%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.0% | +3.2% | +3.8% |
| 7D | +1.1% | +2.4% | -1.3% | +0.2% |
| 30D | +2.2% | -3.3% | +5.5% | +3.3% |
| 3M | -2.3% | -43.6% | +41.3% | +17.4% |
| 6M | +23.0% | +19.0% | +4.0% | +12.3% |
| YTD | +61.1% | +37.4% | +23.7% | +39.3% |
| 1Y | +129.1% | +54.8% | +74.3% | +89.0% |
| 3Y | +165.4% | -25.2% | +190.5% | +166.6% |
| 5Y | +109.5% | +62.7% | +46.7% | +60.0% |
| 10Y | +1,645.7% | +574.3% | +1,071.4% | +694.5% |
| All | +4,496.7% | +199.0% | +4,297.7% | +1,538.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling