+140.3%
ASML vs PL
+459.7%
-319.4%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -6.4% | +2.8% | -2.7% |
| 7D | -10.0% | -11.7% | +1.7% | -8.4% |
| 30D | -19.4% | -27.1% | +7.7% | -15.8% |
| 3M | -12.5% | -44.6% | +32.1% | -5.2% |
| 6M | +8.2% | -67.2% | +75.4% | +24.3% |
| YTD | +40.7% | -35.9% | +76.6% | +44.9% |
| 1Y | +46.1% | -0.4% | +46.5% | +40.2% |
| All | +140.3% | +459.7% | -319.4% | +63.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 3y: compounded portfolio wealth divided by compounded PL 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…
3y analysis · Full analysis span regression · 6 months rolling