+2,015.8%
ASML vs P
+485.4%
+1,530.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.4% | +2.8% | +3.7% |
| 7D | +1.1% | +6.5% | -5.4% | -1.1% |
| 30D | +2.2% | +18.8% | -16.6% | -4.4% |
| 3M | -2.3% | +26.7% | -29.0% | -10.8% |
| 6M | +23.0% | +62.2% | -39.2% | +1.8% |
| YTD | +61.1% | +48.5% | +12.6% | +36.2% |
| 1Y | +129.1% | +26.4% | +102.7% | +98.9% |
| 3Y | +165.4% | +159.4% | +5.9% | +67.0% |
| 5Y | +109.5% | +275.8% | -166.3% | +14.1% |
| 10Y | +1,645.7% | +732.0% | +913.7% | +645.2% |
| All | +2,015.8% | +485.4% | +1,530.5% | +811.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling