+84.2%
ASML vs PATH
-75.2%
+159.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +2.9% | -6.5% | -4.2% |
| 7D | -10.0% | -4.8% | -5.2% | -9.2% |
| 30D | -19.4% | +2.7% | -22.1% | -20.0% |
| 3M | -12.5% | -4.2% | -8.3% | -13.1% |
| 6M | +8.2% | +24.7% | -16.5% | -0.2% |
| YTD | +40.7% | -17.6% | +58.3% | +40.8% |
| 1Y | +46.1% | -5.3% | +51.5% | +39.0% |
| 3Y | +138.5% | -22.0% | +160.5% | +117.8% |
| 5Y | +84.2% | -76.5% | +160.7% | +95.0% |
| All | +84.2% | -75.2% | +159.4% | +95.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling