+30.8%
ASML vs PM
+39.6%
-8.8%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -4.6% | -4.7% | -10.4% |
| 7D | -19.0% | -3.4% | -15.7% | -19.6% |
| 30D | -25.9% | +5.8% | -31.8% | -24.5% |
| 3M | -19.1% | +6.7% | -25.7% | -17.1% |
| 6M | -5.7% | +19.9% | -25.6% | -3.0% |
| YTD | +27.6% | +27.8% | -0.2% | +36.7% |
| 1Y | +30.8% | +39.4% | -8.6% | +44.3% |
| All | +30.8% | +39.6% | -8.8% | +44.3% |
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