+84.2%
ASML vs RF
+45.2%
+39.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.5% | -5.1% | -4.2% |
| 7D | -10.0% | +2.3% | -12.3% | -10.9% |
| 30D | -19.4% | +7.2% | -26.7% | -21.9% |
| 3M | -12.5% | -8.2% | -4.3% | -9.5% |
| 6M | +8.2% | +7.0% | +1.2% | +4.3% |
| YTD | +40.7% | +10.3% | +30.4% | +33.3% |
| 1Y | +46.1% | +25.1% | +21.1% | +30.9% |
| 3Y | +138.5% | +110.3% | +28.2% | +61.2% |
| 5Y | +84.2% | +47.1% | +37.1% | +43.3% |
| All | +84.2% | +45.2% | +39.0% | +43.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling