-5.7%
ASML vs P
+26.4%
-32.2%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -16.4% | +7.1% | -3.8% |
| 7D | -19.0% | -31.9% | +12.9% | -8.6% |
| 30D | -25.9% | -36.5% | +10.6% | -14.9% |
| 3M | -19.1% | +11.6% | -30.6% | -23.0% |
| 6M | -5.7% | +25.2% | -30.9% | -14.5% |
| All | -5.7% | +26.4% | -32.2% | -14.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling