+117.9%
ASML vs PM
+146.5%
-28.5%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -4.6% | -4.7% | -10.2% |
| 7D | -19.0% | -3.4% | -15.7% | -19.6% |
| 30D | -25.9% | +5.8% | -31.8% | -24.9% |
| 3M | -19.1% | +6.7% | -25.7% | -17.6% |
| 6M | -5.7% | +19.9% | -25.6% | -2.2% |
| YTD | +27.6% | +27.8% | -0.2% | +34.3% |
| 1Y | +30.8% | +39.4% | -8.6% | +39.9% |
| All | +117.9% | +146.5% | -28.5% | +159.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling