+168.9%
ASML vs PL
+84.9%
+84.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.3% | +5.4% | +4.4% |
| 7D | +1.1% | -9.3% | +10.4% | +2.7% |
| 30D | +2.2% | -18.9% | +21.1% | +5.7% |
| 3M | -2.3% | -58.4% | +56.1% | +11.6% |
| 6M | +23.0% | -30.3% | +53.3% | +26.1% |
| YTD | +61.1% | -8.1% | +69.2% | +56.3% |
| 1Y | +129.1% | +180.5% | -51.4% | +76.7% |
| 3Y | +165.4% | +444.1% | -278.8% | +62.8% |
| 5Y | +109.5% | +83.0% | +26.4% | +45.1% |
| All | +168.9% | +84.9% | +84.0% | +84.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling