+47.5%
ASML vs PM
+32.3%
+15.2%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.2% | -1.3% | +0.2% |
| 7D | +4.9% | +0.5% | +4.4% | +5.1% |
| 30D | -9.3% | -3.2% | -6.0% | -9.6% |
| 3M | -19.0% | +6.2% | -25.2% | -17.1% |
| 6M | -5.2% | +7.7% | -12.9% | -2.0% |
| YTD | +40.6% | +27.3% | +13.3% | +50.1% |
| 1Y | +47.5% | +32.8% | +14.7% | +59.5% |
| All | +47.5% | +32.3% | +15.2% | +59.5% |
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