+1,395.4%
ASML vs RMBS
+512.9%
+882.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +7.0% | -1.9% | +1.6% |
| 7D | -9.0% | -12.0% | +2.9% | -3.5% |
| 30D | -21.0% | -33.1% | +12.2% | -4.5% |
| 3M | -16.3% | -23.7% | +7.4% | -6.2% |
| 6M | -7.5% | -42.7% | +35.2% | +16.7% |
| YTD | +34.0% | -18.9% | +52.9% | +32.7% |
| 1Y | +39.3% | -30.0% | +69.3% | +47.4% |
| 3Y | +128.9% | +28.8% | +100.0% | +50.3% |
| 5Y | +76.1% | +210.5% | -134.5% | -37.1% |
| All | +1,395.4% | +512.9% | +882.5% | +234.3% |
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