+8,436.5%
ASML vs PM
+752.6%
+7,683.9%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.0% | +6.1% | +5.1% |
| 7D | +1.1% | -4.9% | +6.0% | +3.3% |
| 30D | +2.2% | -3.4% | +5.6% | +3.5% |
| 3M | -2.3% | +5.2% | -7.5% | -6.0% |
| 6M | +23.0% | +3.7% | +19.3% | +17.8% |
| YTD | +61.1% | +15.8% | +45.3% | +46.0% |
| 1Y | +129.1% | +17.4% | +111.7% | +104.1% |
| 3Y | +165.4% | +116.9% | +48.4% | +60.5% |
| 5Y | +109.5% | +117.3% | -7.9% | +24.4% |
| 10Y | +1,645.7% | +193.8% | +1,452.0% | +716.0% |
| All | +8,436.5% | +752.6% | +7,683.9% | +1,635.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling