+8.2%
ASML vs PM
+28.0%
-19.8%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.6% | -5.2% | -2.6% |
| 7D | -10.0% | +4.3% | -14.3% | -7.5% |
| 30D | -19.4% | +11.5% | -30.9% | -13.0% |
| 3M | -12.5% | +13.0% | -25.5% | -4.0% |
| 6M | +8.2% | +25.9% | -17.7% | +26.0% |
| All | +8.2% | +28.0% | -19.8% | +26.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling