+84.2%
ASML vs P
+297.5%
-213.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -5.0% | +1.4% | -1.8% |
| 7D | -10.0% | -19.4% | +9.3% | -3.0% |
| 30D | -19.4% | -22.3% | +2.9% | -12.4% |
| 3M | -12.5% | +33.2% | -45.7% | -22.8% |
| 6M | +8.2% | +53.6% | -45.4% | -10.9% |
| YTD | +40.7% | +66.8% | -26.1% | +10.9% |
| 1Y | +46.1% | +17.5% | +28.6% | +27.3% |
| 3Y | +138.5% | +219.7% | -81.2% | +22.3% |
| 5Y | +84.2% | +307.8% | -223.6% | -14.9% |
| All | +84.2% | +297.5% | -213.3% | -14.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling