+108.6%
ASML vs PM
+119.0%
-10.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.0% | +6.1% | +4.3% |
| 7D | +1.1% | -4.9% | +6.0% | +1.3% |
| 30D | +2.2% | -3.4% | +5.6% | +2.3% |
| 3M | -2.3% | +5.2% | -7.5% | -3.2% |
| 6M | +23.0% | +3.7% | +19.3% | +21.9% |
| YTD | +61.1% | +15.8% | +45.3% | +57.5% |
| 1Y | +129.1% | +17.4% | +111.7% | +123.1% |
| 3Y | +165.4% | +116.9% | +48.4% | +107.3% |
| All | +108.6% | +119.0% | -10.4% | +61.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling