+67.7%
ASML vs PL
+11.6%
+56.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -10.1% | +0.8% | -7.6% |
| 7D | -19.0% | -20.5% | +1.5% | -15.7% |
| 30D | -25.9% | -38.8% | +12.8% | -19.5% |
| 3M | -19.1% | -49.1% | +30.1% | -9.6% |
| 6M | -5.7% | -69.4% | +63.6% | +12.8% |
| YTD | +27.6% | -42.3% | +69.9% | +33.6% |
| 1Y | +30.8% | -14.2% | +45.0% | +26.2% |
| 3Y | +116.2% | +398.7% | -282.5% | +32.3% |
| 5Y | +67.7% | +11.1% | +56.5% | +24.7% |
| All | +67.7% | +11.6% | +56.1% | +24.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling