+3,541.3%
ASML vs ON
+153.3%
+3,388.0%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -11.6% | +2.2% | -5.2% |
| 7D | -19.0% | -16.3% | -2.8% | -13.7% |
| 30D | -25.9% | -27.0% | +1.1% | -17.2% |
| 3M | -19.1% | -18.1% | -1.0% | -13.6% |
| 6M | -5.7% | -38.6% | +32.9% | +9.1% |
| YTD | +27.6% | +16.4% | +11.2% | +16.5% |
| 1Y | +30.8% | +25.8% | +5.0% | +16.0% |
| 3Y | +116.2% | -7.7% | +123.9% | +103.9% |
| 5Y | +67.7% | +6.6% | +61.1% | +47.9% |
| 10Y | +1,355.3% | +444.6% | +910.7% | +610.2% |
| All | +3,541.3% | +153.3% | +3,388.0% | +1,270.3% |
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