+133.9%
ASML vs RMBS
+32.1%
+101.8%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.2% | +3.1% | +1.2% |
| 7D | +4.9% | +10.3% | -5.4% | +0.8% |
| 30D | -9.3% | -10.7% | +1.5% | -5.5% |
| 3M | -19.0% | -17.2% | -1.8% | -13.7% |
| 6M | -5.2% | -39.0% | +33.8% | +12.2% |
| YTD | +40.6% | -10.5% | +51.1% | +36.1% |
| 1Y | +47.5% | -11.0% | +58.5% | +42.5% |
| 3Y | +133.9% | +31.3% | +102.5% | +68.7% |
| All | +133.9% | +32.1% | +101.8% | +68.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling