+85,040.9%
ASML vs RF
+489.0%
+84,551.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.5% | -5.1% | -4.0% |
| 7D | -10.0% | +2.3% | -12.3% | -10.6% |
| 30D | -19.4% | +7.2% | -26.7% | -21.2% |
| 3M | -12.5% | -8.2% | -4.3% | -10.4% |
| 6M | +8.2% | +7.0% | +1.2% | +5.6% |
| YTD | +40.7% | +10.3% | +30.4% | +35.9% |
| 1Y | +46.1% | +25.1% | +21.1% | +35.8% |
| 3Y | +138.5% | +110.3% | +28.2% | +86.8% |
| 5Y | +84.2% | +47.1% | +37.1% | +58.5% |
| 10Y | +1,505.1% | +297.9% | +1,207.2% | +866.6% |
| All | +85,040.9% | +489.0% | +84,551.9% | +28,623.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling