+7,358.3%
ASML vs PM
+886.9%
+6,471.3%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.6% | -5.2% | -4.3% |
| 7D | -10.0% | +4.3% | -14.3% | -11.7% |
| 30D | -19.4% | +11.5% | -30.9% | -23.5% |
| 3M | -12.5% | +13.0% | -25.5% | -17.8% |
| 6M | +8.2% | +25.9% | -17.7% | -5.0% |
| YTD | +40.7% | +34.0% | +6.7% | +18.8% |
| 1Y | +46.1% | +46.9% | -0.7% | +17.5% |
| 3Y | +138.5% | +158.9% | -20.4% | +32.2% |
| 5Y | +84.2% | +181.3% | -97.1% | -4.5% |
| 10Y | +1,505.1% | +258.7% | +1,246.5% | +574.4% |
| All | +7,358.3% | +886.9% | +6,471.3% | +1,312.4% |
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