+67.7%
ASML vs ONTO
+73.6%
-5.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -15.6% | +6.3% | -1.1% |
| 7D | -19.0% | -29.7% | +10.7% | -3.0% |
| 30D | -25.9% | -50.3% | +24.3% | +5.8% |
| 3M | -19.1% | -43.5% | +24.4% | +5.8% |
| 6M | -5.7% | -48.9% | +43.1% | +26.1% |
| YTD | +27.6% | -1.2% | +28.8% | +17.2% |
| 1Y | +30.8% | +14.9% | +15.9% | +10.1% |
| 3Y | +116.2% | +31.2% | +85.0% | +43.0% |
| 5Y | +67.7% | +68.1% | -0.4% | -17.1% |
| All | +67.7% | +73.6% | -5.9% | -17.1% |
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