+1,644.6%
ASML vs RMBS
+494.7%
+1,149.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.3% | +2.8% | +3.5% |
| 7D | +1.1% | -0.3% | +1.5% | +1.3% |
| 30D | +2.2% | -12.2% | +14.4% | +8.4% |
| 3M | -2.3% | -49.5% | +47.2% | +33.9% |
| 6M | +23.0% | -7.1% | +30.1% | +19.8% |
| YTD | +61.1% | -7.0% | +68.1% | +51.4% |
| 1Y | +129.1% | +13.3% | +115.8% | +86.8% |
| 3Y | +165.4% | +49.2% | +116.1% | +62.6% |
| 5Y | +109.5% | +250.0% | -140.5% | -27.6% |
| All | +1,644.6% | +494.7% | +1,149.9% | +309.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS 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 10y: compounded portfolio wealth divided by compounded RMBS 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…
10y analysis · Full analysis span regression · 6 months rolling