+108.6%
ASML vs PATH
-76.4%
+185.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -16.6% | +20.8% | +7.6% |
| 7D | +1.1% | -16.3% | +17.4% | +4.3% |
| 30D | +2.2% | +9.9% | -7.7% | -0.8% |
| 3M | -2.3% | +30.2% | -32.5% | -9.3% |
| 6M | +23.0% | +37.2% | -14.2% | +10.8% |
| YTD | +61.1% | -7.3% | +68.4% | +58.3% |
| 1Y | +129.1% | +40.0% | +89.1% | +94.6% |
| 3Y | +165.4% | -4.4% | +169.8% | +130.1% |
| All | +108.6% | -76.4% | +185.0% | +124.7% |
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 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