+86.4%
ASML vs ONTO
+112.9%
-26.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +12.0% | -5.8% | -0.1% |
| 7D | -0.8% | +1.4% | -2.2% | -2.4% |
| 30D | -14.9% | -34.1% | +19.2% | +4.5% |
| 3M | -13.0% | -37.1% | +24.1% | +8.0% |
| 6M | -4.7% | -31.8% | +27.1% | +9.4% |
| YTD | +42.3% | +22.9% | +19.4% | +16.0% |
| 1Y | +49.7% | +39.5% | +10.2% | +13.6% |
| 3Y | +144.3% | +57.7% | +86.6% | +46.7% |
| 5Y | +86.4% | +115.8% | -29.5% | -21.0% |
| All | +86.4% | +112.9% | -26.6% | -21.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ONTO.
Daily Out/Under-Performance
Portfolio return minus ONTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ONTO 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 ONTO 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