+67.7%
ASML vs P
+237.3%
-169.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -16.4% | +7.1% | -3.4% |
| 7D | -19.0% | -31.9% | +12.9% | -7.4% |
| 30D | -25.9% | -36.5% | +10.6% | -13.5% |
| 3M | -19.1% | +11.6% | -30.6% | -24.0% |
| 6M | -5.7% | +25.2% | -30.9% | -16.6% |
| YTD | +27.6% | +39.4% | -11.9% | +7.1% |
| 1Y | +30.8% | -3.7% | +34.5% | +22.3% |
| 3Y | +116.2% | +167.3% | -51.0% | +18.1% |
| 5Y | +67.7% | +237.3% | -169.7% | -17.3% |
| All | +67.7% | +237.3% | -169.7% | -17.3% |
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