+30.8%
ASML vs PATH
-9.8%
+40.6%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -3.7% | -5.6% | -9.7% |
| 7D | -19.0% | -5.6% | -13.5% | -19.6% |
| 30D | -25.9% | -0.7% | -25.2% | -25.9% |
| 3M | -19.1% | -5.9% | -13.2% | -19.2% |
| 6M | -5.7% | +21.6% | -27.3% | -2.1% |
| YTD | +27.6% | -20.6% | +48.2% | +32.0% |
| 1Y | +30.8% | -10.6% | +41.4% | +36.7% |
| All | +30.8% | -9.8% | +40.6% | +36.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PATH.
Daily Out/Under-Performance
Portfolio return minus PATH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PATH 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 1y: compounded portfolio wealth divided by compounded PATH 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…
1y analysis · Full analysis span regression · 6 months rolling