+129.1%
ASML vs PM
+16.6%
+112.5%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.0% | +6.1% | +3.6% |
| 7D | +1.1% | -4.9% | +6.0% | -0.3% |
| 30D | +2.2% | -3.4% | +5.6% | +1.3% |
| 3M | -2.3% | +5.2% | -7.5% | -1.2% |
| 6M | +23.0% | +3.7% | +19.3% | +24.0% |
| YTD | +61.1% | +15.8% | +45.3% | +71.1% |
| 1Y | +129.1% | +17.4% | +111.7% | +145.3% |
| All | +129.1% | +16.6% | +112.5% | +145.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PM.
Daily Out/Under-Performance
Portfolio return minus PM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PM 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 1y: compounded portfolio wealth divided by compounded PM 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…
1y analysis · Full analysis span regression · 6 months rolling