+1,395.4%
ASML vs P
+713.7%
+681.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +3.5% | +1.5% | +3.7% |
| 7D | -9.0% | -23.8% | +14.8% | 0.0% |
| 30D | -21.0% | -36.6% | +15.7% | -7.5% |
| 3M | -16.3% | +10.9% | -27.2% | -21.2% |
| 6M | -7.5% | +30.0% | -37.5% | -19.2% |
| YTD | +34.0% | +44.4% | -10.4% | +11.3% |
| 1Y | +39.3% | +3.9% | +35.3% | +26.8% |
| 3Y | +128.9% | +176.6% | -47.7% | +31.5% |
| 5Y | +76.1% | +249.3% | -173.2% | -9.8% |
| All | +1,395.4% | +713.7% | +681.7% | +482.5% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 10y: compounded portfolio wealth divided by compounded P 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…
10y analysis · Full analysis span regression · 6 months rolling