+164.9%
ASML vs RF
+86.8%
+78.2%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.1% | +4.2% | +4.2% |
| 7D | +1.1% | +1.3% | -0.2% | +0.6% |
| 30D | +2.2% | -3.6% | +5.8% | +3.5% |
| 3M | -2.3% | +8.1% | -10.4% | -5.3% |
| 6M | +23.0% | +11.5% | +11.5% | +17.7% |
| YTD | +61.1% | +15.6% | +45.5% | +51.8% |
| 1Y | +129.1% | +15.7% | +113.4% | +115.4% |
| All | +164.9% | +86.8% | +78.2% | +101.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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